+691.1%
HWM vs ABCL
-80.5%
+771.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +6.7% | -4.2% | +2.0% |
| 7D | +3.4% | -3.2% | +6.6% | +3.5% |
| 30D | -7.5% | -7.4% | -0.1% | -7.2% |
| 3M | -28.9% | +81.9% | -110.8% | -32.8% |
| 6M | -19.6% | +135.7% | -155.3% | -26.3% |
| YTD | +0.6% | +247.4% | -246.8% | -11.2% |
| 1Y | +0.3% | +162.3% | -161.9% | -9.7% |
| 3Y | +326.1% | +165.5% | +160.7% | +268.6% |
| 5Y | +525.2% | -21.3% | +546.5% | +469.8% |
| All | +691.1% | -80.5% | +771.6% | +648.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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