+1,697.2%
ACN vs HST
+273.3%
+1,423.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.3% | -3.6% | -3.4% |
| 7D | -1.5% | -1.0% | -0.5% | -1.3% |
| 30D | +9.4% | -12.3% | +21.6% | +13.1% |
| 3M | +5.6% | -6.4% | +12.0% | +7.3% |
| 6M | -9.3% | +15.0% | -24.3% | -13.0% |
| YTD | -29.0% | +30.5% | -59.5% | -34.1% |
| 1Y | -24.7% | +35.7% | -60.3% | -31.0% |
| 3Y | -39.8% | +68.4% | -108.2% | -48.5% |
| 5Y | -40.9% | +73.1% | -114.0% | -50.5% |
| 10Y | +91.1% | +92.7% | -1.6% | +46.6% |
| All | +1,697.2% | +273.3% | +1,423.9% | +725.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling