+689.7%
ACWI vs HBM
+613.3%
+76.4%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.1% |
| 7D | +0.5% | -6.4% | +6.8% | +1.6% |
| 30D | +0.9% | +5.9% | -5.0% | -0.3% |
| 3M | +2.4% | -8.9% | +11.3% | +3.1% |
| 6M | +12.4% | +10.7% | +1.7% | +8.8% |
| YTD | +15.2% | +38.3% | -23.1% | +6.8% |
| 1Y | +22.7% | +121.3% | -98.6% | +4.6% |
| 3Y | +75.8% | +450.6% | -374.8% | +24.6% |
| 5Y | +67.7% | +338.0% | -270.3% | +18.2% |
| 10Y | +229.0% | +578.6% | -349.6% | +84.8% |
| All | +689.7% | +613.3% | +76.4% | +259.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling