-19.1%
HAL vs ACM
+147.1%
-166.2%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.2% | -5.1% | -3.5% |
| 7D | -7.9% | +6.9% | -14.8% | -12.3% |
| 30D | -2.1% | +19.1% | -21.1% | -13.7% |
| 3M | +0.4% | -6.9% | +7.4% | +3.3% |
| 6M | -19.2% | -12.0% | -7.2% | -15.4% |
| YTD | +14.4% | -25.1% | +39.5% | +31.8% |
| 1Y | +18.0% | -45.4% | +63.4% | +72.1% |
| 3Y | -9.7% | -6.9% | -2.8% | -17.3% |
| 5Y | +40.1% | +3.7% | +36.4% | +15.4% |
| 10Y | -19.1% | +135.8% | -154.9% | -60.9% |
| All | -19.1% | +147.1% | -166.2% | -60.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling