+21.4%
ACWI vs HBM
+122.7%
-101.3%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.7% | -6.2% | -1.3% |
| 7D | +1.1% | +7.3% | -6.3% | 0.0% |
| 30D | -0.2% | +5.0% | -5.2% | -1.0% |
| 3M | +4.7% | +11.1% | -6.4% | +2.5% |
| 6M | +14.5% | +30.2% | -15.7% | +8.7% |
| YTD | +14.6% | +46.2% | -31.6% | +6.9% |
| 1Y | +21.4% | +120.0% | -98.6% | +9.3% |
| All | +21.4% | +122.7% | -101.3% | +9.3% |
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