+741.5%
HWM vs ACI
-42.9%
+784.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | -2.1% | +0.2% | -2.3% | -2.1% |
| 30D | -11.0% | +5.9% | -16.9% | -11.5% |
| 3M | +4.0% | -19.8% | +23.8% | +6.1% |
| 6M | -0.2% | -24.7% | +24.5% | +2.3% |
| YTD | +26.7% | -24.4% | +51.0% | +29.7% |
| 1Y | +44.7% | -31.5% | +76.2% | +50.1% |
| 3Y | +426.1% | -38.7% | +464.8% | +452.2% |
| All | +741.5% | -42.9% | +784.4% | +783.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling