-52.8%
ACHR vs HWM
+728.8%
-781.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.3% | -3.4% | -2.8% |
| 7D | +14.0% | -1.8% | +15.8% | +15.3% |
| 30D | -5.0% | -2.7% | -2.4% | -4.0% |
| 3M | -24.8% | -22.7% | -2.0% | -14.6% |
| 6M | -27.3% | -18.9% | -8.4% | -20.1% |
| YTD | -37.4% | +7.1% | -44.4% | -42.0% |
| 1Y | -44.3% | +4.7% | -48.9% | -47.6% |
| 3Y | -5.2% | +345.6% | -350.8% | -59.7% |
| 5Y | -20.8% | +588.3% | -609.1% | -72.3% |
| All | -52.8% | +728.8% | -781.6% | -84.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling