+325.8%
HWM vs ABCL
+156.0%
+169.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +6.7% | -4.3% | +2.0% |
| 7D | +3.3% | -3.2% | +6.5% | +3.4% |
| 30D | -7.6% | -7.4% | -0.2% | -7.3% |
| 3M | -28.9% | +81.9% | -110.9% | -32.6% |
| 6M | -19.7% | +135.7% | -155.4% | -26.1% |
| YTD | +0.5% | +247.4% | -246.8% | -11.1% |
| 1Y | +0.3% | +162.3% | -162.0% | -9.8% |
| 3Y | +325.8% | +165.5% | +160.4% | +259.8% |
| All | +325.8% | +156.0% | +169.8% | +259.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling