+80.6%
ACN vs HWM
+1,323.5%
-1,242.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -10.7% | +6.6% | -1.5% |
| 7D | -4.8% | -9.2% | +4.3% | -2.6% |
| 30D | +1.9% | -17.9% | +19.7% | +6.6% |
| 3M | +3.9% | -6.0% | +9.9% | +4.6% |
| 6M | -15.0% | -7.4% | -7.7% | -14.7% |
| YTD | -31.9% | +13.1% | -45.0% | -35.5% |
| 1Y | -28.5% | +29.3% | -57.8% | -35.0% |
| 3Y | -41.9% | +389.9% | -431.8% | -64.8% |
| 5Y | -42.9% | +655.5% | -698.4% | -69.6% |
| All | +80.6% | +1,323.5% | -1,242.9% | -23.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded HWM 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling