-43.5%
ACN vs USHY
+20.9%
-64.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +2.1% |
| 7D | -7.9% | -0.7% | -7.1% | -6.6% |
| 30D | -1.1% | -0.5% | -0.5% | -0.1% |
| 3M | +5.6% | +0.5% | +5.1% | +4.5% |
| 6M | -9.9% | +1.5% | -11.4% | -12.5% |
| YTD | -32.3% | +1.7% | -34.1% | -34.5% |
| 1Y | -25.3% | +3.5% | -28.9% | -30.0% |
| 3Y | -42.3% | +27.2% | -69.4% | -62.3% |
| 5Y | -43.5% | +21.0% | -64.5% | -54.1% |
| All | -43.5% | +20.9% | -64.4% | -54.1% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 USHY 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