+205.0%
HD vs ACN
+85.2%
+119.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.1% | +1.8% | -0.5% |
| 7D | -1.2% | -4.8% | +3.6% | +0.9% |
| 30D | -11.1% | +1.9% | -13.0% | -12.1% |
| 3M | +2.0% | +3.9% | -1.8% | -1.6% |
| 6M | -10.5% | -15.0% | +4.6% | -6.1% |
| YTD | -6.9% | -31.9% | +25.0% | +8.0% |
| 1Y | -23.2% | -28.5% | +5.3% | -13.8% |
| 3Y | +3.1% | -41.9% | +45.0% | +23.9% |
| 5Y | +7.4% | -42.9% | +50.2% | +26.8% |
| 10Y | +205.0% | +88.7% | +116.3% | +79.2% |
| All | +205.0% | +85.2% | +119.8% | +79.2% |
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