+646.9%
HLT vs ACWI
+275.1%
+371.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -3.3% | +0.5% | -3.8% | -3.8% |
| 30D | -4.1% | +0.9% | -4.9% | -5.0% |
| 3M | -7.9% | +2.4% | -10.3% | -10.6% |
| 6M | +2.2% | +12.4% | -10.2% | -10.1% |
| YTD | +8.5% | +15.2% | -6.7% | -7.0% |
| 1Y | +12.1% | +22.7% | -10.6% | -10.4% |
| 3Y | +107.6% | +75.8% | +31.8% | +13.1% |
| 5Y | +156.4% | +67.7% | +88.6% | +47.8% |
| 10Y | +566.3% | +229.0% | +337.3% | +94.7% |
| All | +646.9% | +275.1% | +371.8% | +98.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling