+7.6%
ACN vs HST
+54.6%
-47.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -1.7% |
| 7D | -4.0% | -1.3% | -2.8% | -3.7% |
| 30D | +19.0% | +13.4% | +5.6% | +13.5% |
| 3M | +42.2% | +16.7% | +25.5% | +34.4% |
| 6M | +50.1% | +24.0% | +26.1% | +37.1% |
| YTD | -2.7% | +54.0% | -56.7% | -19.1% |
| 1Y | +7.6% | +55.0% | -47.5% | -11.0% |
| All | +7.6% | +54.6% | -47.0% | -11.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling