+248.6%
HD vs ACN
+148.3%
+100.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | +1.5% | -3.8% | +5.4% | +3.1% |
| 30D | +18.0% | +16.5% | +1.5% | +10.6% |
| 3M | +2.8% | +41.5% | -38.7% | -12.5% |
| 6M | +17.0% | +60.1% | -43.1% | -8.4% |
| YTD | +3.5% | -3.9% | +7.5% | +2.6% |
| 1Y | -2.6% | +4.1% | -6.7% | -7.6% |
| 3Y | +30.7% | -15.9% | +46.6% | +32.4% |
| 5Y | +6.2% | -26.3% | +32.5% | +14.0% |
| All | +248.6% | +148.3% | +100.3% | +76.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling