+3.2%
HAL vs ACM
+130.7%
-127.4%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.3% |
| 7D | +2.9% | -3.7% | +6.7% | +5.6% |
| 30D | +17.0% | -11.1% | +28.1% | +25.2% |
| 3M | -9.7% | -8.0% | -1.7% | -6.6% |
| 6M | +8.6% | -29.7% | +38.3% | +33.8% |
| YTD | +33.0% | -29.4% | +62.4% | +60.5% |
| 1Y | +68.3% | -46.4% | +114.7% | +146.8% |
| 3Y | +0.1% | -22.3% | +22.5% | +6.2% |
| 5Y | +102.6% | +4.5% | +98.2% | +66.2% |
| All | +3.2% | +130.7% | -127.4% | -45.2% |
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