+162.5%
ACN vs HST
+138.5%
+24.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.7% | -1.7% |
| 7D | +0.9% | -2.7% | +3.6% | +1.7% |
| 30D | +33.5% | +10.7% | +22.8% | +29.2% |
| 3M | +53.5% | +6.3% | +47.2% | +50.3% |
| 6M | +52.2% | +19.0% | +33.3% | +43.5% |
| YTD | -0.1% | +47.0% | -47.1% | -12.2% |
| 1Y | +11.0% | +53.4% | -42.4% | -3.7% |
| 3Y | -11.8% | +78.0% | -89.8% | -28.2% |
| 5Y | -22.8% | +71.7% | -94.5% | -37.7% |
| All | +162.5% | +138.5% | +24.0% | +95.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 10y: compounded portfolio wealth divided by compounded HST 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…
10y analysis · Full analysis span regression · 6 months rolling