+138.4%
HLT vs ACM
+1.2%
+137.2%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.5% |
| 7D | -1.6% | -4.6% | +3.0% | +0.4% |
| 30D | -5.0% | +4.1% | -9.1% | -7.0% |
| 3M | -10.4% | -8.3% | -2.1% | -8.4% |
| 6M | +3.2% | -30.1% | +33.3% | +20.0% |
| YTD | +6.7% | -32.6% | +39.3% | +24.9% |
| 1Y | +10.3% | -49.6% | +59.8% | +50.2% |
| 3Y | +99.3% | -23.0% | +122.4% | +103.0% |
| All | +138.4% | +1.2% | +137.2% | +102.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling