+1,523.0%
HWM vs ACGL
+337.7%
+1,185.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.0% | +5.4% | +4.5% |
| 7D | +3.3% | +0.9% | +2.4% | +2.5% |
| 30D | -7.6% | +13.7% | -21.3% | -15.7% |
| 3M | -28.9% | +8.0% | -37.0% | -32.8% |
| 6M | -19.7% | +13.3% | -33.0% | -27.1% |
| YTD | +0.5% | +11.8% | -11.3% | -8.8% |
| 1Y | +0.3% | +22.2% | -22.0% | -14.8% |
| 3Y | +325.8% | +32.5% | +293.4% | +224.3% |
| 5Y | +524.7% | +160.2% | +364.6% | +163.1% |
| All | +1,523.0% | +337.7% | +1,185.3% | +307.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 10y: compounded portfolio wealth divided by compounded ACGL 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…
10y analysis · Full analysis span regression · 6 months rolling