+441.1%
HWM vs ABCL
+104.5%
+336.6%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.4% |
| 7D | -2.1% | +0.7% | -2.8% | -2.2% |
| 30D | -11.0% | +93.1% | -104.1% | -15.9% |
| 3M | +4.0% | +79.4% | -75.4% | -1.7% |
| 6M | -0.2% | +214.9% | -215.1% | -10.7% |
| YTD | +26.7% | +234.2% | -207.6% | +12.1% |
| 1Y | +44.7% | +174.8% | -130.0% | +29.5% |
| All | +441.1% | +104.5% | +336.6% | +341.9% |
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