+9.9%
HWM vs ACI
-23.3%
+33.3%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.3% | -1.1% |
| 7D | +7.3% | +2.3% | +5.0% | +7.5% |
| 30D | +1.6% | +1.2% | +0.3% | +1.7% |
| 3M | -21.9% | +6.8% | -28.7% | -21.4% |
| 6M | -19.0% | -18.7% | -0.3% | -19.3% |
| YTD | +7.9% | -20.2% | +28.2% | +7.7% |
| 1Y | +9.9% | -23.7% | +33.7% | +12.1% |
| All | +9.9% | -23.3% | +33.3% | +12.1% |
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 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