+563.0%
HWM vs ABCL
-18.8%
+581.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +5.2% | -0.2% | +4.6% |
| 7D | +1.6% | +12.4% | -10.8% | +0.5% |
| 30D | -3.9% | -0.4% | -3.6% | -4.1% |
| 3M | -23.2% | +80.4% | -103.6% | -28.1% |
| 6M | -20.0% | +138.5% | -158.5% | -28.0% |
| YTD | +5.7% | +265.5% | -259.8% | -9.8% |
| 1Y | +4.9% | +219.7% | -214.8% | -9.4% |
| 3Y | +347.0% | +209.4% | +137.6% | +266.6% |
| 5Y | +563.0% | -15.0% | +578.0% | +501.4% |
| All | +563.0% | -18.8% | +581.8% | +501.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling