+25.9%
HD vs ACN
-11.6%
+37.5%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | -0.1% | -1.6% |
| 7D | +4.3% | +0.9% | +3.5% | +4.2% |
| 30D | +20.2% | +33.5% | -13.3% | +15.4% |
| 3M | -1.0% | +53.5% | -54.5% | -7.1% |
| 6M | +7.9% | +52.2% | -44.3% | +0.7% |
| YTD | +2.0% | -0.1% | +2.1% | +3.2% |
| 1Y | -4.3% | +11.0% | -15.3% | -5.5% |
| 3Y | +25.9% | -11.8% | +37.7% | +13.1% |
| All | +25.9% | -11.6% | +37.5% | +13.1% |
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