+1,026.5%
HD vs ACN
+1,705.6%
-679.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.3% | +4.3% | +2.2% |
| 7D | -2.1% | -1.5% | -0.5% | -1.5% |
| 30D | -8.4% | +9.4% | -17.8% | -11.8% |
| 3M | +4.3% | +5.6% | -1.3% | +0.2% |
| 6M | -11.1% | -9.3% | -1.9% | -10.4% |
| YTD | -4.7% | -29.0% | +24.3% | +5.2% |
| 1Y | -19.8% | -24.7% | +4.9% | -14.0% |
| 3Y | +4.1% | -39.8% | +43.9% | +19.4% |
| 5Y | +10.3% | -40.9% | +51.2% | +25.9% |
| 10Y | +203.2% | +91.1% | +112.0% | +116.9% |
| All | +1,026.5% | +1,705.6% | -679.1% | +211.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling