+32.9%
HAL vs ACM
+233.3%
-200.4%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -12.0% | +5.4% | -17.3% | -15.0% |
| 30D | +0.3% | +15.1% | -14.8% | -8.3% |
| 3M | -1.6% | -10.5% | +8.9% | +3.3% |
| 6M | -20.5% | -19.7% | -0.8% | -12.3% |
| YTD | +14.2% | -28.8% | +43.1% | +33.2% |
| 1Y | +18.9% | -47.9% | +66.7% | +67.5% |
| 3Y | -13.7% | -12.4% | -1.4% | -14.5% |
| 5Y | +42.2% | +0.6% | +41.6% | +28.6% |
| 10Y | -16.7% | +161.3% | -178.0% | -56.5% |
| All | +32.9% | +233.3% | -200.4% | -49.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling