-13.7%
HAL vs ACM
-12.3%
-1.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -12.0% | +5.4% | -17.3% | -13.3% |
| 30D | +0.3% | +15.1% | -14.8% | -3.7% |
| 3M | -1.6% | -10.5% | +8.9% | +1.0% |
| 6M | -20.5% | -19.7% | -0.8% | -15.6% |
| YTD | +14.2% | -28.8% | +43.1% | +25.8% |
| 1Y | +18.9% | -47.9% | +66.7% | +52.9% |
| 3Y | -13.7% | -12.4% | -1.4% | -17.0% |
| All | -13.7% | -12.3% | -1.4% | -17.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling