+441.1%
HWM vs ACM
-21.7%
+462.8%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.3% |
| 7D | -2.1% | -3.7% | +1.6% | -0.7% |
| 30D | -11.0% | -11.1% | +0.1% | -7.2% |
| 3M | +4.0% | -8.0% | +12.0% | +6.6% |
| 6M | -0.2% | -29.7% | +29.4% | +15.1% |
| YTD | +26.7% | -29.4% | +56.0% | +42.9% |
| 1Y | +44.7% | -46.4% | +91.1% | +91.7% |
| All | +441.1% | -21.7% | +462.8% | +438.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling