+741.5%
HWM vs ABCL
-41.3%
+782.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -16.4% |
| 3M | +4.0% | +79.4% | -75.4% | -2.2% |
| 6M | -0.2% | +214.9% | -215.1% | -11.4% |
| YTD | +26.7% | +234.2% | -207.6% | +11.2% |
| 1Y | +44.7% | +174.8% | -130.0% | +28.4% |
| 3Y | +426.1% | +104.5% | +321.6% | +359.0% |
| All | +741.5% | -41.3% | +782.7% | +613.7% |
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 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