-25.8%
ACN vs HWM
+591.3%
-617.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.4% |
| 7D | -3.8% | +7.3% | -11.1% | -5.2% |
| 30D | +16.5% | +1.6% | +15.0% | +15.6% |
| 3M | +41.5% | -21.9% | +63.3% | +48.5% |
| 6M | +60.1% | -19.0% | +79.1% | +65.8% |
| YTD | -3.9% | +7.9% | -11.9% | -9.7% |
| 1Y | +4.1% | +9.9% | -5.8% | -2.9% |
| 3Y | -15.9% | +342.1% | -358.0% | -57.1% |
| All | -25.8% | +591.3% | -617.0% | -69.9% |
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