-44.8%
ACHR vs HWM
+779.5%
-824.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +0.5% | -6.1% | -5.9% |
| 7D | -2.7% | -8.0% | +5.4% | +1.3% |
| 30D | -12.1% | -18.0% | +5.9% | -2.9% |
| 3M | +3.4% | -9.5% | +12.9% | +8.0% |
| 6M | -15.6% | -8.4% | -7.3% | -13.5% |
| YTD | -26.9% | +13.6% | -40.5% | -34.0% |
| 1Y | -34.8% | +30.2% | -65.0% | -45.5% |
| 3Y | -19.2% | +392.2% | -411.5% | -67.3% |
| 5Y | -43.8% | +645.2% | -689.0% | -81.0% |
| All | -44.8% | +779.5% | -824.4% | -82.5% |
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