+81.2%
HL vs ACM
+252.7%
-171.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +0.6% | -7.9% | -7.6% |
| 7D | +8.2% | +6.6% | +1.6% | +4.9% |
| 30D | -16.3% | +19.8% | -36.1% | -23.6% |
| 3M | -18.6% | -3.1% | -15.4% | -18.0% |
| 6M | -23.2% | -11.5% | -11.7% | -20.2% |
| YTD | -25.5% | -24.7% | -0.8% | -16.1% |
| 1Y | -4.8% | -45.1% | +40.3% | +25.5% |
| 3Y | +281.4% | -8.9% | +290.3% | +284.4% |
| 5Y | +137.8% | +5.4% | +132.4% | +122.3% |
| 10Y | +135.5% | +131.1% | +4.4% | +35.7% |
| All | +81.2% | +252.7% | -171.5% | -31.5% |
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