+5.1%
HWM vs ACM
-45.0%
+50.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.7% | +1.2% |
| 7D | -1.8% | +6.6% | -8.4% | -2.4% |
| 30D | -2.7% | +19.8% | -22.5% | -4.1% |
| 3M | -22.7% | -3.1% | -19.6% | -22.5% |
| 6M | -18.9% | -11.5% | -7.4% | -18.3% |
| YTD | +7.1% | -24.7% | +31.8% | +6.8% |
| All | +5.1% | -45.0% | +50.0% | +6.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling