-20.8%
HAL vs ACM
+133.7%
-154.5%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.5% |
| 7D | -6.5% | +6.6% | -13.1% | -10.7% |
| 30D | -2.1% | +19.8% | -21.9% | -14.1% |
| 3M | -4.9% | -3.1% | -1.7% | -4.7% |
| 6M | -19.3% | -11.5% | -7.8% | -15.8% |
| YTD | +14.3% | -24.7% | +39.0% | +31.2% |
| 1Y | +17.3% | -45.1% | +62.4% | +70.3% |
| 3Y | -10.9% | -8.9% | -2.0% | -16.9% |
| 5Y | +47.4% | +5.4% | +42.0% | +19.8% |
| 10Y | -20.8% | +131.1% | -151.9% | -61.8% |
| All | -20.8% | +133.7% | -154.5% | -61.8% |
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