-18.6%
HAL vs ACWI
+219.0%
-237.6%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.2% | -0.2% |
| 7D | -12.0% | -2.4% | -9.6% | -9.2% |
| 30D | +0.3% | -5.2% | +5.5% | +7.7% |
| 3M | -1.6% | -4.8% | +3.2% | +4.8% |
| 6M | -20.5% | -1.3% | -19.2% | -20.5% |
| YTD | +14.2% | +8.4% | +5.8% | -1.8% |
| 1Y | +18.9% | +11.0% | +7.8% | -1.6% |
| 3Y | -13.7% | +70.6% | -84.3% | -63.4% |
| 5Y | +42.2% | +55.3% | -13.1% | -30.4% |
| All | -18.6% | +219.0% | -237.6% | -83.3% |
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