+5.6%
HD vs ACN
-39.1%
+44.7%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.3% | +4.3% | +1.4% |
| 7D | -2.1% | -1.5% | -0.5% | -1.8% |
| 30D | -8.4% | +9.4% | -17.8% | -9.7% |
| 3M | +4.3% | +5.6% | -1.3% | +3.1% |
| 6M | -11.1% | -9.3% | -1.9% | -9.9% |
| YTD | -4.7% | -29.0% | +24.3% | +1.6% |
| 1Y | -19.8% | -24.7% | +4.9% | -15.9% |
| All | +5.6% | -39.1% | +44.7% | +8.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling