-23.1%
ACN vs HLT
+12.2%
-35.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | 0.0% | +3.4% | +3.4% |
| 7D | -1.5% | -1.6% | +0.1% | -1.0% |
| 30D | +2.1% | -5.0% | +7.1% | +3.5% |
| 3M | +11.1% | -10.4% | +21.5% | +14.7% |
| 6M | -6.8% | +3.2% | -10.1% | -9.6% |
| YTD | -30.0% | +6.7% | -36.8% | -32.9% |
| 1Y | -23.1% | +10.3% | -33.4% | -28.4% |
| All | -23.1% | +12.2% | -35.3% | -28.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HLT.
Daily Out/Under-Performance
Portfolio return minus HLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HLT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded HLT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling