+1,384.5%
HD vs ACM
+233.2%
+1,151.3%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.2% | +0.6% | -0.8% |
| 7D | +6.4% | +5.1% | +1.3% | +4.6% |
| 30D | +22.1% | +11.5% | +10.6% | +17.6% |
| 3M | -0.2% | -10.5% | +10.3% | +3.2% |
| 6M | +12.6% | -20.4% | +33.0% | +20.5% |
| YTD | +3.9% | -28.9% | +32.8% | +14.8% |
| 1Y | -3.7% | -48.7% | +45.0% | +19.0% |
| 3Y | +27.9% | -12.5% | +40.4% | +29.4% |
| 5Y | +7.8% | +0.5% | +7.3% | +3.0% |
| 10Y | +269.4% | +161.2% | +108.2% | +138.9% |
| All | +1,384.5% | +233.2% | +1,151.3% | +642.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling