+1,424.3%
HWM vs ACI
+21.8%
+1,402.5%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | -3.3% | -7.4% | -10.5% |
| 7D | -9.2% | -2.6% | -6.6% | -9.0% |
| 30D | -17.9% | +1.1% | -18.9% | -17.9% |
| 3M | -6.0% | -23.6% | +17.6% | -4.6% |
| 6M | -7.4% | -29.9% | +22.6% | -5.3% |
| YTD | +13.1% | -26.9% | +40.0% | +15.0% |
| 1Y | +29.3% | -34.2% | +63.6% | +32.6% |
| 3Y | +389.9% | -43.6% | +433.5% | +407.1% |
| 5Y | +655.5% | -42.4% | +697.9% | +675.1% |
| All | +1,424.3% | +21.8% | +1,402.5% | +1,599.9% |
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