+757.6%
HWM vs ABCL
-81.0%
+838.5%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.8% | +2.4% | -0.2% |
| 7D | +11.1% | +4.4% | +6.7% | +10.8% |
| 30D | +3.0% | -7.9% | +10.8% | +3.4% |
| 3M | -20.7% | +12.2% | -32.9% | -21.9% |
| 6M | -17.2% | +134.7% | -151.9% | -24.0% |
| YTD | +9.1% | +239.8% | -230.7% | -3.6% |
| 1Y | +9.0% | +192.7% | -183.7% | -2.6% |
| 3Y | +353.8% | +187.6% | +166.2% | +290.0% |
| 5Y | +608.0% | -22.6% | +630.7% | +546.4% |
| All | +757.6% | -81.0% | +838.5% | +712.4% |
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