-1.9%
HD vs ACN
+5.8%
-7.7%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.4% | +5.3% | +3.2% |
| 7D | +3.6% | -2.5% | +6.1% | +3.9% |
| 30D | +21.6% | +22.6% | -1.1% | +19.2% |
| 3M | +0.1% | +45.9% | -45.8% | -3.4% |
| 6M | +13.0% | +43.8% | -30.8% | +8.5% |
| YTD | +4.9% | -2.5% | +7.4% | +7.4% |
| All | -1.9% | +5.8% | -7.7% | -4.8% |
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