+12.3%
ACWI vs HBM
+33.2%
-20.9%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | -0.7% | -1.3% | +0.6% | -0.5% |
| 30D | -2.0% | -14.8% | +12.8% | +0.2% |
| 3M | -2.2% | -20.7% | +18.5% | +0.8% |
| 6M | +1.9% | -13.9% | +15.8% | +2.8% |
| YTD | +12.0% | +10.6% | +1.4% | +7.4% |
| All | +12.3% | +33.2% | -20.9% | +4.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling