+226.1%
ACWI vs HBM
+599.4%
-373.3%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.8% | -6.2% | -1.4% |
| 7D | +1.1% | +7.4% | -6.3% | -0.1% |
| 30D | -0.2% | +5.1% | -5.3% | -1.2% |
| 3M | +4.7% | +11.1% | -6.4% | +2.2% |
| 6M | +14.5% | +30.2% | -15.7% | +8.1% |
| YTD | +14.6% | +46.2% | -31.6% | +5.6% |
| 1Y | +21.4% | +120.0% | -98.6% | +4.2% |
| 3Y | +77.6% | +527.4% | -449.8% | +24.7% |
| 5Y | +68.1% | +400.4% | -332.3% | +17.4% |
| 10Y | +226.1% | +621.5% | -395.4% | +84.6% |
| All | +226.1% | +599.4% | -373.3% | +84.6% |
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