+244.4%
HL vs ACHR
-42.6%
+287.0%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.1% | -3.2% | -1.4% |
| 7D | +7.1% | +4.9% | +2.2% | +6.4% |
| 30D | +21.4% | +4.3% | +17.2% | +20.3% |
| 3M | +37.4% | +1.7% | +35.7% | +36.1% |
| 6M | +0.4% | -6.9% | +7.3% | +0.6% |
| YTD | +6.7% | -22.5% | +29.2% | +9.5% |
| 1Y | +102.4% | -31.5% | +133.9% | +109.1% |
| 3Y | +417.4% | -14.4% | +431.8% | +373.6% |
| 5Y | +243.3% | -41.6% | +285.0% | +171.0% |
| All | +244.4% | -42.6% | +287.0% | +110.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACHR.
Daily Out/Under-Performance
Portfolio return minus ACHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACHR 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 ACHR 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