+2,325.1%
ACN vs HST
+336.0%
+1,989.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.5% | -1.2% |
| 7D | -5.7% | +3.6% | -9.3% | -6.6% |
| 30D | +17.0% | +9.9% | +7.1% | +14.0% |
| 3M | +39.9% | +12.9% | +26.9% | +35.3% |
| 6M | +50.2% | +22.9% | +27.3% | +41.7% |
| YTD | -4.2% | +52.4% | -56.6% | -14.7% |
| 1Y | +4.3% | +52.5% | -48.2% | -7.2% |
| 3Y | -17.1% | +87.4% | -104.5% | -31.0% |
| 5Y | -26.5% | +82.9% | -109.4% | -39.4% |
| 10Y | +147.7% | +134.8% | +12.9% | +80.5% |
| All | +2,325.1% | +336.0% | +1,989.2% | +968.0% |
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 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