+243.3%
HL vs ACM
+4.8%
+238.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -0.6% |
| 7D | +7.1% | -0.3% | +7.4% | +7.3% |
| 30D | +21.4% | -12.9% | +34.4% | +29.7% |
| 3M | +37.4% | -6.4% | +43.8% | +39.8% |
| 6M | +0.4% | -29.2% | +29.6% | +20.1% |
| YTD | +6.7% | -29.9% | +36.6% | +28.4% |
| 1Y | +102.4% | -47.3% | +149.6% | +189.9% |
| 3Y | +417.4% | -19.6% | +437.0% | +435.5% |
| 5Y | +243.3% | +5.5% | +237.8% | +203.7% |
| All | +243.3% | +4.8% | +238.6% | +203.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling