+1,255.9%
HWM vs ACI
+29.9%
+1,226.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.4% | +5.9% | +2.7% |
| 7D | +3.4% | -2.2% | +5.6% | +3.5% |
| 30D | -7.5% | +10.3% | -17.8% | -8.2% |
| 3M | -28.9% | +7.2% | -36.1% | -29.2% |
| 6M | -19.6% | -18.0% | -1.6% | -18.8% |
| YTD | +0.6% | -22.0% | +22.6% | +1.8% |
| 1Y | +0.3% | -23.4% | +23.7% | +1.7% |
| 3Y | +326.1% | -35.8% | +362.0% | +336.6% |
| 5Y | +525.2% | -43.7% | +568.9% | +536.5% |
| All | +1,255.9% | +29.9% | +1,226.0% | +1,404.1% |
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