+248.1%
HD vs ACM
+131.3%
+116.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.8% |
| 7D | -0.5% | +5.1% | -5.6% | -2.4% |
| 30D | +18.5% | +18.7% | -0.2% | +10.9% |
| 3M | +2.2% | +15.5% | -13.3% | -3.7% |
| 6M | +13.8% | +1.2% | +12.6% | +12.2% |
| YTD | +3.4% | -25.2% | +28.6% | +13.4% |
| 1Y | -3.5% | -46.3% | +42.8% | +20.9% |
| 3Y | +29.0% | -9.6% | +38.5% | +27.8% |
| 5Y | +6.1% | +4.4% | +1.7% | -2.3% |
| All | +248.1% | +131.3% | +116.8% | +122.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 10y: compounded portfolio wealth divided by compounded ACM 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…
10y analysis · Full analysis span regression · 6 months rolling