+337.4%
HLT vs ACI
+18.9%
+318.6%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.4% | +3.2% | +0.9% |
| 7D | -1.5% | -5.0% | +3.6% | -1.2% |
| 30D | -1.2% | -2.3% | +1.1% | -1.2% |
| 3M | -10.3% | -23.2% | +12.8% | -9.5% |
| 6M | +1.3% | -29.5% | +30.7% | +2.5% |
| YTD | +7.0% | -28.6% | +35.6% | +8.2% |
| 1Y | +11.9% | -34.0% | +45.9% | +13.5% |
| 3Y | +100.7% | -45.0% | +145.6% | +104.3% |
| 5Y | +147.5% | -44.0% | +191.5% | +151.7% |
| All | +337.4% | +18.9% | +318.6% | +409.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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