-11.8%
ACN vs HWM
+330.9%
-342.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.5% | -4.3% | -1.9% |
| 7D | +0.9% | +3.4% | -2.5% | +0.6% |
| 30D | +33.5% | -7.5% | +41.1% | +34.0% |
| 3M | +53.5% | -28.9% | +82.3% | +57.3% |
| 6M | +52.2% | -19.6% | +71.8% | +53.6% |
| YTD | -0.1% | +0.6% | -0.7% | -3.2% |
| 1Y | +11.0% | +0.3% | +10.7% | +7.6% |
| 3Y | -11.8% | +326.1% | -337.9% | -34.3% |
| All | -11.8% | +330.9% | -342.7% | -34.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling