+1.6%
HYG vs ACN
+10.1%
-8.5%
-3.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.8% | -3.1% | +0.7% |
| 7D | -0.1% | +8.6% | -8.7% | -0.1% |
| 30D | +0.7% | +36.6% | -35.9% | +0.6% |
| 3M | -2.0% | +56.3% | -58.3% | -2.1% |
| 6M | -0.9% | +49.7% | -50.6% | -0.9% |
| YTD | +0.1% | +1.3% | -1.3% | +0.7% |
| 1Y | +1.6% | +11.9% | -10.3% | +2.2% |
| All | +1.6% | +10.1% | -8.5% | +2.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling