+69.3%
HL vs ACM
+250.2%
-180.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.2% | -5.3% | -5.4% |
| 7D | -7.6% | +5.1% | -12.7% | -9.9% |
| 30D | -17.5% | +18.7% | -36.2% | -24.4% |
| 3M | -26.2% | +15.5% | -41.7% | -31.6% |
| 6M | -35.1% | +1.2% | -36.3% | -36.7% |
| YTD | -30.4% | -25.2% | -5.2% | -21.3% |
| 1Y | -14.0% | -46.3% | +32.3% | +14.8% |
| 3Y | +256.3% | -9.6% | +265.9% | +260.5% |
| 5Y | +112.5% | +4.4% | +108.1% | +99.6% |
| 10Y | +131.3% | +129.3% | +2.0% | +33.8% |
| All | +69.3% | +250.2% | -180.9% | -35.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling