+677.4%
HLT vs ACWI
+224.5%
+453.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.4% |
| 7D | +0.7% | +2.4% | -1.7% | -1.8% |
| 30D | +13.7% | -1.7% | +15.4% | +15.5% |
| 3M | +16.3% | -3.9% | +20.3% | +20.9% |
| 6M | +19.9% | +0.8% | +19.1% | +17.9% |
| YTD | +30.1% | +11.0% | +19.0% | +15.4% |
| 1Y | +38.5% | +13.1% | +25.4% | +20.4% |
| 3Y | +131.0% | +73.9% | +57.2% | +26.4% |
| 5Y | +163.7% | +59.0% | +104.6% | +59.8% |
| All | +677.4% | +224.5% | +453.0% | +120.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling