+1,352.0%
HWM vs ACGL
+349.3%
+1,002.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.1% | -5.8% | -5.9% |
| 7D | -2.4% | +6.4% | -8.8% | -6.6% |
| 30D | -13.3% | +16.6% | -29.9% | -22.1% |
| 3M | -31.0% | +11.6% | -42.6% | -36.1% |
| 6M | -17.1% | +17.5% | -34.6% | -26.6% |
| YTD | -1.9% | +15.3% | -17.1% | -12.7% |
| 1Y | -2.4% | +26.3% | -28.7% | -18.7% |
| 3Y | +322.2% | +35.9% | +286.3% | +216.7% |
| 5Y | +509.8% | +168.2% | +341.7% | +152.4% |
| 10Y | +1,453.8% | +352.0% | +1,101.8% | +329.5% |
| All | +1,352.0% | +349.3% | +1,002.7% | +301.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling