+690.5%
HWM vs ABCL
-80.5%
+771.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +6.7% | -4.3% | +1.9% |
| 7D | +3.3% | -3.2% | +6.5% | +3.5% |
| 30D | -7.6% | -7.4% | -0.2% | -7.3% |
| 3M | -28.9% | +81.9% | -110.9% | -32.8% |
| 6M | -19.7% | +135.7% | -155.4% | -26.3% |
| YTD | +0.5% | +247.4% | -246.8% | -11.3% |
| 1Y | +0.3% | +162.3% | -162.0% | -9.7% |
| 3Y | +325.8% | +165.5% | +160.4% | +268.3% |
| 5Y | +524.7% | -21.3% | +546.0% | +469.4% |
| All | +690.5% | -80.5% | +771.1% | +647.7% |
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