+1,357.0%
HD vs ACM
+233.3%
+1,123.7%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.9% | -1.9% |
| 7D | +4.3% | +5.4% | -1.0% | +2.5% |
| 30D | +20.2% | +15.1% | +5.1% | +14.5% |
| 3M | -1.0% | -10.5% | +9.5% | +2.3% |
| 6M | +7.9% | -19.7% | +27.6% | +15.2% |
| YTD | +2.0% | -28.8% | +30.8% | +12.7% |
| 1Y | -4.3% | -47.9% | +43.6% | +17.6% |
| 3Y | +25.9% | -12.4% | +38.3% | +27.4% |
| 5Y | +5.8% | +0.6% | +5.3% | +1.0% |
| 10Y | +262.5% | +161.3% | +101.3% | +134.5% |
| All | +1,357.0% | +233.3% | +1,123.7% | +628.5% |
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