+40.8%
HL vs ACWI
+330.0%
-289.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.0% | +2.1% |
| 7D | +8.9% | -2.4% | +11.3% | +12.8% |
| 30D | -10.1% | -5.2% | -4.9% | -2.7% |
| 3M | -7.0% | -4.8% | -2.2% | +0.5% |
| 6M | -18.8% | -1.3% | -17.4% | -15.0% |
| YTD | -23.1% | +8.4% | -31.5% | -28.2% |
| 1Y | +8.9% | +11.0% | -2.1% | -0.9% |
| 3Y | +255.0% | +70.6% | +184.5% | +85.5% |
| 5Y | +151.5% | +55.3% | +96.2% | +51.0% |
| 10Y | +138.4% | +223.2% | -84.8% | -45.2% |
| All | +40.8% | +330.0% | -289.2% | -81.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling