+5.8%
HD vs ACN
-23.1%
+28.9%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | -0.1% | -1.4% |
| 7D | +4.3% | +0.9% | +3.5% | +4.1% |
| 30D | +20.2% | +33.5% | -13.3% | +11.1% |
| 3M | -1.0% | +53.5% | -54.5% | -12.7% |
| 6M | +7.9% | +52.2% | -44.3% | -5.9% |
| YTD | +2.0% | -0.1% | +2.1% | +2.6% |
| 1Y | -4.3% | +11.0% | -15.3% | -7.9% |
| 3Y | +25.9% | -11.8% | +37.7% | +27.6% |
| All | +5.8% | -23.1% | +28.9% | +9.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling