+109.7%
HAL vs ACM
+4.8%
+104.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2021-09-08 to 2026-09-08.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.4% |
| 7D | +0.5% | -0.3% | +0.8% | +0.6% |
| 30D | +15.9% | -12.9% | +28.9% | +22.8% |
| 3M | -8.7% | -6.4% | -2.3% | -7.3% |
| 6M | +9.0% | -29.2% | +38.3% | +27.3% |
| YTD | +32.0% | -29.9% | +62.0% | +53.0% |
| 1Y | +72.5% | -47.3% | +119.7% | +136.1% |
| 3Y | -4.5% | -19.6% | +15.1% | -4.8% |
| 5Y | +109.7% | +5.5% | +104.2% | +78.4% |
| All | +109.7% | +4.8% | +104.9% | +78.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 2021-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded ACM 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…
2021-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling