+130.8%
HLT vs ACWI
+75.0%
+55.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -0.6% |
| 7D | +0.8% | +2.7% | -1.9% | -1.5% |
| 30D | +13.1% | -2.6% | +15.7% | +15.6% |
| 3M | +15.6% | -3.2% | +18.8% | +18.6% |
| 6M | +19.0% | +1.9% | +17.1% | +16.1% |
| YTD | +29.9% | +11.3% | +18.6% | +16.3% |
| 1Y | +35.9% | +11.7% | +24.2% | +21.2% |
| All | +130.8% | +75.0% | +55.8% | +32.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling