+630.8%
HLT vs ACM
+148.9%
+481.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.3% | -1.8% |
| 7D | -2.4% | -0.3% | -2.1% | -2.3% |
| 30D | -4.1% | -12.9% | +8.8% | +1.1% |
| 3M | -10.6% | -6.4% | -4.2% | -9.3% |
| 6M | +2.0% | -29.2% | +31.3% | +16.9% |
| YTD | +6.1% | -29.9% | +36.1% | +21.0% |
| 1Y | +9.8% | -47.3% | +57.1% | +41.7% |
| 3Y | +99.0% | -19.6% | +118.6% | +107.5% |
| 5Y | +151.5% | +5.5% | +146.0% | +130.2% |
| 10Y | +561.1% | +129.7% | +431.4% | +314.5% |
| All | +630.8% | +148.9% | +481.9% | +356.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling