+1,579.2%
HWM vs ACM
+147.1%
+1,432.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +5.2% | -0.1% | +1.9% |
| 7D | +1.6% | +6.9% | -5.3% | -2.5% |
| 30D | -3.9% | +19.1% | -23.0% | -13.8% |
| 3M | -23.2% | -6.9% | -16.3% | -21.0% |
| 6M | -20.0% | -12.0% | -8.0% | -15.8% |
| YTD | +5.7% | -25.1% | +30.8% | +20.7% |
| 1Y | +4.9% | -45.4% | +50.3% | +47.5% |
| 3Y | +347.0% | -6.9% | +353.9% | +327.1% |
| 5Y | +563.0% | +3.7% | +559.3% | +481.1% |
| 10Y | +1,579.2% | +135.8% | +1,443.4% | +772.8% |
| All | +1,579.2% | +147.1% | +1,432.0% | +772.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 10y: compounded portfolio wealth divided by compounded ACM 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…
10y analysis · Full analysis span regression · 6 months rolling