+25.9%
HD vs ACM
-12.3%
+38.2%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.9% | -1.9% |
| 7D | +4.3% | +5.4% | -1.0% | +2.8% |
| 30D | +20.2% | +15.1% | +5.1% | +15.4% |
| 3M | -1.0% | -10.5% | +9.5% | +1.8% |
| 6M | +7.9% | -19.7% | +27.6% | +14.3% |
| YTD | +2.0% | -28.8% | +30.8% | +11.1% |
| 1Y | -4.3% | -47.9% | +43.6% | +17.8% |
| 3Y | +25.9% | -12.4% | +38.3% | +14.3% |
| All | +25.9% | -12.3% | +38.2% | +14.3% |
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