+8.5%
HD vs ACM
+4.8%
+3.6%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.3% |
| 7D | -1.2% | +3.0% | -4.2% | -2.2% |
| 30D | +20.9% | +19.7% | +1.2% | +13.3% |
| 3M | -0.2% | +5.3% | -5.5% | -2.4% |
| 6M | +14.5% | -10.8% | +25.3% | +18.0% |
| YTD | +4.3% | -25.1% | +29.4% | +13.8% |
| 1Y | -3.5% | -45.8% | +42.3% | +20.9% |
| 3Y | +30.1% | -9.4% | +39.5% | +25.0% |
| 5Y | +8.5% | +4.8% | +3.7% | -3.4% |
| All | +8.5% | +4.8% | +3.6% | -3.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling