+257.9%
HD vs ACN
+159.3%
+98.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.4% | +5.3% | +3.9% |
| 7D | +3.6% | -2.5% | +6.1% | +4.7% |
| 30D | +21.6% | +22.6% | -1.1% | +11.5% |
| 3M | +0.1% | +45.9% | -45.8% | -15.9% |
| 6M | +13.0% | +43.8% | -30.8% | -6.7% |
| YTD | +4.9% | -2.5% | +7.4% | +3.4% |
| 1Y | -2.1% | +6.5% | -8.6% | -8.1% |
| 3Y | +32.6% | -14.2% | +46.8% | +33.1% |
| 5Y | +8.2% | -24.4% | +32.7% | +14.7% |
| 10Y | +257.9% | +156.3% | +101.6% | +78.5% |
| All | +257.9% | +159.3% | +98.6% | +78.5% |
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