-1.7%
HWM vs ACI
-23.9%
+22.3%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.4% | +5.9% | +2.2% |
| 7D | +3.4% | -2.2% | +5.6% | +3.2% |
| 30D | -7.5% | +10.3% | -17.8% | -7.0% |
| 3M | -28.9% | +7.2% | -36.1% | -28.5% |
| 6M | -19.6% | -18.0% | -1.6% | -20.1% |
| YTD | +0.6% | -22.0% | +22.6% | -0.1% |
| All | -1.7% | -23.9% | +22.3% | -2.2% |
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