-20.6%
ACHR vs HWM
+565.4%
-586.1%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +5.1% | +3.3% | +5.2% |
| 7D | +15.3% | +1.6% | +13.8% | +14.3% |
| 30D | -3.0% | -3.9% | +0.9% | -1.1% |
| 3M | -14.0% | -23.2% | +9.3% | -0.2% |
| 6M | -25.8% | -20.0% | -5.8% | -16.7% |
| YTD | -36.0% | +5.7% | -41.7% | -41.4% |
| 1Y | -41.2% | +4.9% | -46.1% | -45.7% |
| 3Y | -8.6% | +347.0% | -355.6% | -69.8% |
| 5Y | -20.6% | +563.0% | -583.6% | -80.1% |
| All | -20.6% | +565.4% | -586.1% | -80.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling