-40.6%
ACN vs HWM
+743.6%
-784.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.5% | -2.8% | -3.2% |
| 7D | -1.5% | -2.1% | +0.6% | -1.1% |
| 30D | +9.4% | -11.0% | +20.4% | +12.1% |
| 3M | +5.6% | +4.0% | +1.6% | +3.8% |
| 6M | -9.3% | -0.2% | -9.0% | -10.4% |
| YTD | -29.0% | +26.7% | -55.6% | -35.0% |
| 1Y | -24.7% | +44.7% | -69.4% | -34.3% |
| 3Y | -39.8% | +426.1% | -465.9% | -69.4% |
| All | -40.6% | +743.6% | -784.2% | -75.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling