-11.6%
HL vs ACI
-23.3%
+11.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -1.9% |
| 7D | -11.1% | +2.3% | -13.4% | -11.0% |
| 30D | -12.1% | +1.2% | -13.3% | -11.8% |
| 3M | -26.1% | +6.8% | -32.9% | -25.5% |
| 6M | -37.7% | -18.7% | -19.0% | -37.2% |
| YTD | -31.7% | -20.2% | -11.5% | -31.1% |
| 1Y | -11.6% | -23.7% | +12.1% | -4.3% |
| All | -11.6% | -23.3% | +11.7% | -4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 1y: compounded portfolio wealth divided by compounded ACI 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…
1y analysis · Full analysis span regression · 6 months rolling