+9.0%
HWM vs ACI
-22.6%
+31.7%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.3% |
| 7D | +11.1% | -0.5% | +11.6% | +11.1% |
| 30D | +3.0% | +4.9% | -1.9% | +3.3% |
| 3M | -20.7% | +11.1% | -31.8% | -20.0% |
| 6M | -17.2% | -14.9% | -2.3% | -17.4% |
| YTD | +9.1% | -19.6% | +28.7% | +8.7% |
| 1Y | +9.0% | -22.7% | +31.7% | +10.5% |
| All | +9.0% | -22.6% | +31.7% | +10.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling