+1,354.8%
HWM vs ACI
+32.8%
+1,322.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.3% | -1.0% |
| 7D | +7.3% | +2.3% | +5.0% | +7.2% |
| 30D | +1.6% | +1.2% | +0.3% | +1.4% |
| 3M | -21.9% | +6.8% | -28.7% | -22.2% |
| 6M | -19.0% | -18.7% | -0.3% | -18.2% |
| YTD | +7.9% | -20.2% | +28.2% | +9.1% |
| 1Y | +9.9% | -23.7% | +33.7% | +11.5% |
| 3Y | +342.1% | -31.6% | +373.8% | +351.2% |
| 5Y | +600.8% | -42.8% | +643.6% | +612.6% |
| All | +1,354.8% | +32.8% | +1,322.0% | +1,512.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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