-28.5%
ACN vs HWM
+30.1%
-58.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -10.7% | +6.6% | -5.5% |
| 7D | -4.8% | -9.2% | +4.3% | -5.9% |
| 30D | +1.9% | -17.9% | +19.7% | -1.2% |
| 3M | +3.9% | -6.0% | +9.9% | +3.1% |
| 6M | -15.0% | -7.4% | -7.7% | -15.4% |
| YTD | -31.9% | +13.1% | -45.0% | -30.9% |
| 1Y | -28.5% | +29.3% | -57.8% | -26.5% |
| All | -28.5% | +30.1% | -58.6% | -26.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling