+355.4%
HL vs ACI
+32.8%
+322.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -1.8% |
| 7D | -11.1% | +2.3% | -13.4% | -11.4% |
| 30D | -12.1% | +1.2% | -13.3% | -12.3% |
| 3M | -26.1% | +6.8% | -32.9% | -27.1% |
| 6M | -37.7% | -18.7% | -19.0% | -36.2% |
| YTD | -31.7% | -20.2% | -11.5% | -30.0% |
| 1Y | -11.6% | -23.7% | +12.1% | -8.6% |
| 3Y | +249.6% | -31.6% | +281.3% | +268.0% |
| 5Y | +108.5% | -42.8% | +151.3% | +120.1% |
| All | +355.4% | +32.8% | +322.6% | +364.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling