+441.1%
HWM vs ACGL
+34.2%
+406.9%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.3% | 0.0% |
| 7D | -2.1% | -0.7% | -1.4% | -1.9% |
| 30D | -11.0% | -1.0% | -10.0% | -10.8% |
| 3M | +4.0% | +11.0% | -7.0% | +0.9% |
| 6M | -0.2% | -0.3% | +0.1% | -0.4% |
| YTD | +26.7% | +2.3% | +24.4% | +25.2% |
| 1Y | +44.7% | +6.4% | +38.3% | +41.2% |
| All | +441.1% | +34.2% | +406.9% | +392.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling