+1,140.1%
HD vs ACN
+2,379.5%
-1,239.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.4% | +5.3% | +3.8% |
| 7D | +3.6% | -2.5% | +6.1% | +4.6% |
| 30D | +21.6% | +22.6% | -1.1% | +12.3% |
| 3M | +0.1% | +45.9% | -45.8% | -14.6% |
| 6M | +13.0% | +43.8% | -30.8% | -5.3% |
| YTD | +4.9% | -2.5% | +7.4% | +1.4% |
| 1Y | -2.1% | +6.5% | -8.6% | -8.9% |
| 3Y | +32.6% | -14.2% | +46.8% | +31.1% |
| 5Y | +8.2% | -24.4% | +32.7% | +11.4% |
| 10Y | +257.9% | +156.3% | +101.6% | +126.3% |
| All | +1,140.1% | +2,379.5% | -1,239.4% | +200.2% |
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