+54.8%
HAL vs ACM
+230.8%
-176.0%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.4% |
| 7D | +2.9% | -3.7% | +6.7% | +5.3% |
| 30D | +17.0% | -11.1% | +28.1% | +24.2% |
| 3M | -9.7% | -8.0% | -1.7% | -6.9% |
| 6M | +8.6% | -29.7% | +38.3% | +30.1% |
| YTD | +33.0% | -29.4% | +62.4% | +56.8% |
| 1Y | +68.3% | -46.4% | +114.7% | +133.5% |
| 3Y | +0.1% | -22.3% | +22.5% | +7.5% |
| 5Y | +102.6% | +4.5% | +98.2% | +79.3% |
| 10Y | +3.8% | +127.6% | -123.8% | -41.1% |
| All | +54.8% | +230.8% | -176.0% | -40.7% |
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