+249.3%
HL vs ACI
-43.7%
+293.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.4% | +4.3% | +2.4% |
| 7D | +0.4% | -5.0% | +5.4% | +1.4% |
| 30D | +18.8% | -2.3% | +21.1% | +19.2% |
| 3M | +43.7% | -23.2% | +66.9% | +50.9% |
| 6M | -1.0% | -29.5% | +28.4% | +5.6% |
| YTD | +8.7% | -28.6% | +37.3% | +15.3% |
| 1Y | +105.0% | -34.0% | +139.0% | +121.9% |
| 3Y | +427.3% | -45.0% | +472.2% | +502.9% |
| 5Y | +249.3% | -44.0% | +293.3% | +278.9% |
| All | +249.3% | -43.7% | +293.0% | +278.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling