+39.7%
HAL vs ACI
-43.3%
+83.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.4% | +3.1% | +0.2% |
| 7D | -12.0% | -2.2% | -9.8% | -11.8% |
| 30D | +0.3% | +10.3% | -10.0% | -1.1% |
| 3M | -1.6% | +7.2% | -8.8% | -2.7% |
| 6M | -20.5% | -18.0% | -2.5% | -18.8% |
| YTD | +14.2% | -22.0% | +36.2% | +17.3% |
| 1Y | +18.9% | -23.4% | +42.2% | +22.3% |
| 3Y | -13.7% | -35.8% | +22.1% | -9.1% |
| All | +39.7% | -43.3% | +83.1% | +44.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 5y: compounded portfolio wealth divided by compounded ACI 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…
5y analysis · Full analysis span regression · 6 months rolling