+30.0%
HD vs ACM
-7.4%
+37.4%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.9% |
| 7D | +5.2% | +6.6% | -1.4% | +3.2% |
| 30D | +20.7% | +19.8% | +1.0% | +14.4% |
| 3M | +0.8% | -3.1% | +3.9% | +1.1% |
| 6M | +12.2% | -11.5% | +23.7% | +15.2% |
| YTD | +4.2% | -24.7% | +28.9% | +11.6% |
| 1Y | -2.6% | -45.1% | +42.5% | +18.0% |
| 3Y | +30.0% | -8.9% | +38.9% | +17.6% |
| All | +30.0% | -7.4% | +37.4% | +17.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling