+135.5%
HL vs ACWI
+220.7%
-85.2%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -0.5% | -6.8% | -6.6% |
| 7D | +8.2% | -0.2% | +8.3% | +8.7% |
| 30D | -16.3% | -3.3% | -13.0% | -11.7% |
| 3M | -18.6% | -3.4% | -15.2% | -13.7% |
| 6M | -23.2% | +0.8% | -24.0% | -21.9% |
| YTD | -25.5% | +10.7% | -36.2% | -32.1% |
| 1Y | -4.8% | +11.6% | -16.4% | -13.8% |
| 3Y | +281.4% | +73.4% | +208.0% | +99.9% |
| 5Y | +137.8% | +60.2% | +77.7% | +38.4% |
| 10Y | +135.5% | +221.6% | -86.1% | -48.6% |
| All | +135.5% | +220.7% | -85.2% | -48.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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