+244.2%
HL vs ACWI
+67.7%
+176.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.5% | -2.5% |
| 7D | +1.5% | +0.5% | +1.0% | +0.8% |
| 30D | +25.1% | +0.9% | +24.2% | +23.7% |
| 3M | +22.9% | +2.4% | +20.5% | +20.3% |
| 6M | -4.9% | +12.4% | -17.3% | -18.1% |
| YTD | +7.8% | +15.2% | -7.3% | -9.6% |
| 1Y | +133.9% | +22.7% | +111.2% | +80.7% |
| 3Y | +380.9% | +75.8% | +305.1% | +128.0% |
| All | +244.2% | +67.7% | +176.5% | +55.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling