-20.8%
HAL vs ACWI
+220.7%
-241.5%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.6% |
| 7D | -6.5% | -0.2% | -6.3% | -6.6% |
| 30D | -2.1% | -3.3% | +1.2% | +2.1% |
| 3M | -4.9% | -3.4% | -1.5% | -0.8% |
| 6M | -19.3% | +0.8% | -20.1% | -21.8% |
| YTD | +14.3% | +10.7% | +3.6% | -4.7% |
| 1Y | +17.3% | +11.6% | +5.7% | -3.5% |
| 3Y | -10.9% | +73.4% | -84.3% | -63.0% |
| 5Y | +47.4% | +60.2% | -12.8% | -31.4% |
| 10Y | -20.8% | +221.6% | -242.4% | -84.5% |
| All | -20.8% | +220.7% | -241.5% | -84.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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