+325.8%
HWM vs ACM
-12.3%
+338.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.4% | +2.4% |
| 7D | +3.3% | +5.4% | -2.1% | +1.4% |
| 30D | -7.6% | +15.1% | -22.7% | -12.1% |
| 3M | -28.9% | -10.5% | -18.5% | -26.2% |
| 6M | -19.7% | -19.7% | 0.0% | -13.0% |
| YTD | +0.5% | -28.8% | +29.4% | +12.7% |
| 1Y | +0.3% | -47.9% | +48.1% | +35.5% |
| 3Y | +325.8% | -12.4% | +338.2% | +318.1% |
| All | +325.8% | -12.3% | +338.1% | +318.1% |
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 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