-40.6%
ACN vs HST
+74.0%
-114.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.3% | -3.6% | -3.4% |
| 7D | -1.5% | -1.0% | -0.5% | -1.2% |
| 30D | +9.4% | -12.3% | +21.6% | +14.3% |
| 3M | +5.6% | -6.4% | +12.0% | +7.8% |
| 6M | -9.3% | +15.0% | -24.3% | -14.3% |
| YTD | -29.0% | +30.5% | -59.5% | -35.9% |
| 1Y | -24.7% | +35.7% | -60.3% | -33.1% |
| 3Y | -39.8% | +68.4% | -108.2% | -51.9% |
| All | -40.6% | +74.0% | -114.6% | -52.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling