+261.2%
HL vs ACM
+131.7%
+129.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.8% | -2.2% | -3.1% |
| 7D | -5.6% | -5.9% | +0.3% | -2.9% |
| 30D | +12.7% | -6.2% | +19.0% | +15.6% |
| 3M | +42.5% | -7.9% | +50.4% | +45.9% |
| 6M | -9.0% | -30.6% | +21.6% | +6.4% |
| YTD | +4.4% | -33.3% | +37.7% | +24.4% |
| 1Y | +82.7% | -49.2% | +131.9% | +147.9% |
| 3Y | +406.3% | -23.5% | +429.7% | +453.7% |
| 5Y | +238.2% | +0.9% | +237.2% | +225.1% |
| All | +261.2% | +131.7% | +129.6% | +161.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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