+1,524.1%
HWM vs ACM
+155.0%
+1,369.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | 0.0% | +2.5% | +2.5% |
| 7D | +3.4% | +5.4% | -2.0% | +0.2% |
| 30D | -7.5% | +15.1% | -22.7% | -15.2% |
| 3M | -28.9% | -10.5% | -18.4% | -25.1% |
| 6M | -19.6% | -19.7% | +0.1% | -10.7% |
| YTD | +0.6% | -28.8% | +29.4% | +18.3% |
| 1Y | +0.3% | -47.9% | +48.2% | +44.3% |
| 3Y | +326.1% | -12.4% | +338.5% | +323.7% |
| 5Y | +525.2% | +0.6% | +524.6% | +460.2% |
| All | +1,524.1% | +155.0% | +1,369.1% | +782.5% |
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