-2.6%
HD vs ACM
-46.0%
+43.4%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.4% | 0.0% |
| 7D | +1.5% | +5.6% | -4.1% | +0.3% |
| 30D | +18.0% | +20.8% | -2.8% | +13.7% |
| 3M | +2.8% | +11.4% | -8.6% | +0.3% |
| 6M | +17.0% | +0.9% | +16.0% | +15.7% |
| YTD | +3.5% | -24.8% | +28.4% | +5.6% |
| 1Y | -2.6% | -46.4% | +43.9% | +4.0% |
| All | -2.6% | -46.0% | +43.4% | +4.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling