-4.6%
HD vs ACN
+10.1%
-14.7%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +3.8% | +2.7% | +6.1% |
| 7D | +11.9% | +8.6% | +3.4% | +10.9% |
| 30D | +26.4% | +36.6% | -10.2% | +22.8% |
| 3M | +2.8% | +56.3% | -53.5% | -1.5% |
| 6M | +15.5% | +49.7% | -34.2% | +10.3% |
| YTD | +5.5% | +1.3% | +4.2% | +7.2% |
| 1Y | -4.6% | +11.9% | -16.5% | -8.1% |
| All | -4.6% | +10.1% | -14.7% | -8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACN.
Daily Out/Under-Performance
Portfolio return minus ACN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACN 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 1y: compounded portfolio wealth divided by compounded ACN 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…
1y analysis · Full analysis span regression · 6 months rolling