+281.4%
HL vs ACM
-7.4%
+288.8%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +0.6% | -7.9% | -7.5% |
| 7D | +8.2% | +6.6% | +1.6% | +5.1% |
| 30D | -16.3% | +19.8% | -36.1% | -22.9% |
| 3M | -18.6% | -3.1% | -15.4% | -18.1% |
| 6M | -23.2% | -11.5% | -11.7% | -19.8% |
| YTD | -25.5% | -24.7% | -0.8% | -14.4% |
| 1Y | -4.8% | -45.1% | +40.3% | +32.4% |
| 3Y | +281.4% | -8.9% | +290.3% | +212.7% |
| All | +281.4% | -7.4% | +288.8% | +212.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling