+226.1%
ACWI vs HBM
+285.4%
-59.3%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.3% |
| 7D | +2.7% | +5.1% | -2.4% | +1.8% |
| 30D | -2.6% | -15.8% | +13.2% | -0.1% |
| 3M | -3.2% | -22.4% | +19.2% | +0.3% |
| 6M | +1.9% | -20.2% | +22.1% | +4.1% |
| YTD | +11.3% | +9.0% | +2.3% | +7.1% |
| 1Y | +11.7% | +27.4% | -15.7% | +4.5% |
| 3Y | +74.4% | +424.2% | -349.8% | +25.6% |
| 5Y | +59.5% | +196.1% | -136.6% | +20.6% |
| All | +226.1% | +285.4% | -59.3% | +104.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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