-59.6%
ACHR vs HWM
+735.5%
-795.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -1.0% | -5.9% | -6.4% |
| 7D | -9.2% | +7.3% | -16.5% | -12.5% |
| 30D | -1.0% | +1.6% | -2.6% | -2.2% |
| 3M | -42.2% | -21.9% | -20.3% | -34.7% |
| 6M | -38.2% | -19.0% | -19.1% | -31.9% |
| YTD | -46.4% | +7.9% | -54.4% | -50.5% |
| 1Y | -49.4% | +9.9% | -59.3% | -53.7% |
| 3Y | -22.5% | +342.1% | -364.6% | -66.9% |
| 5Y | -29.8% | +600.8% | -630.6% | -75.6% |
| All | -59.6% | +735.5% | -795.1% | -86.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 HWM 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