+1,132.7%
HD vs ACN
+2,372.6%
-1,239.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +2.0% | +0.8% |
| 7D | -1.2% | -4.0% | +2.9% | +0.3% |
| 30D | +20.9% | +19.0% | +1.9% | +12.9% |
| 3M | -0.2% | +42.2% | -42.4% | -14.0% |
| 6M | +14.5% | +50.1% | -35.6% | -5.7% |
| YTD | +4.3% | -2.7% | +7.0% | +0.8% |
| 1Y | -3.5% | +7.6% | -11.1% | -10.6% |
| 3Y | +30.1% | -15.9% | +46.0% | +29.7% |
| 5Y | +8.5% | -24.4% | +32.8% | +11.6% |
| 10Y | +245.3% | +151.4% | +93.9% | +119.8% |
| All | +1,132.7% | +2,372.6% | -1,239.9% | +198.6% |
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