+3.3%
HWM vs ABCL
+199.8%
-196.4%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +5.2% | -0.2% | +4.6% |
| 7D | +1.6% | +12.4% | -10.8% | +0.7% |
| 30D | -3.9% | -0.4% | -3.6% | -4.2% |
| 3M | -23.2% | +80.4% | -103.6% | -27.7% |
| 6M | -20.0% | +138.5% | -158.5% | -28.4% |
| YTD | +5.7% | +265.5% | -259.8% | -14.7% |
| All | +3.3% | +199.8% | -196.4% | -13.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling