+1,255.0%
HWM vs ACI
+29.9%
+1,225.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.4% | +5.8% | +2.6% |
| 7D | +3.3% | -2.2% | +5.5% | +3.4% |
| 30D | -7.6% | +10.3% | -17.9% | -8.2% |
| 3M | -28.9% | +7.2% | -36.1% | -29.3% |
| 6M | -19.7% | -18.0% | -1.7% | -18.9% |
| YTD | +0.5% | -22.0% | +22.5% | +1.7% |
| 1Y | +0.3% | -23.4% | +23.6% | +1.6% |
| 3Y | +325.8% | -35.8% | +361.7% | +336.3% |
| 5Y | +524.7% | -43.7% | +568.4% | +536.1% |
| All | +1,255.0% | +29.9% | +1,225.1% | +1,403.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling