+1,516.2%
HWM vs ACM
+133.7%
+1,382.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.7% | +0.9% |
| 7D | -1.8% | +6.6% | -8.4% | -5.6% |
| 30D | -2.7% | +19.8% | -22.5% | -13.0% |
| 3M | -22.7% | -3.1% | -19.6% | -22.4% |
| 6M | -18.9% | -11.5% | -7.4% | -15.0% |
| YTD | +7.1% | -24.7% | +31.8% | +21.8% |
| 1Y | +4.7% | -45.1% | +49.7% | +46.5% |
| 3Y | +345.6% | -8.9% | +354.5% | +332.6% |
| 5Y | +588.3% | +5.4% | +582.9% | +497.2% |
| 10Y | +1,516.2% | +131.1% | +1,385.1% | +747.7% |
| All | +1,516.2% | +133.7% | +1,382.5% | +747.7% |
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