+151.7%
HYG vs ACN
+590.2%
-438.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.4% | -3.4% | -0.6% |
| 7D | -0.7% | -1.5% | +0.8% | -0.5% |
| 30D | -0.7% | +2.1% | -2.8% | -1.2% |
| 3M | -0.2% | +11.1% | -11.3% | -2.9% |
| 6M | +1.4% | -6.8% | +8.3% | +1.6% |
| YTD | +1.5% | -30.0% | +31.5% | +6.9% |
| 1Y | +2.9% | -23.1% | +26.0% | +6.1% |
| 3Y | +25.6% | -40.4% | +66.0% | +34.5% |
| 5Y | +18.6% | -41.6% | +60.1% | +25.6% |
| 10Y | +55.7% | +97.2% | -41.5% | +24.4% |
| All | +151.7% | +590.2% | -438.4% | +41.4% |
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