+536.9%
HWM vs ACM
-2.7%
+539.7%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.4% | +2.4% |
| 7D | +3.3% | +5.4% | -2.1% | +0.7% |
| 30D | -7.6% | +15.1% | -22.7% | -14.0% |
| 3M | -28.9% | -10.5% | -18.5% | -25.5% |
| 6M | -19.7% | -19.7% | 0.0% | -11.3% |
| YTD | +0.5% | -28.8% | +29.4% | +16.6% |
| 1Y | +0.3% | -47.9% | +48.1% | +43.0% |
| 3Y | +325.8% | -12.4% | +338.2% | +305.9% |
| All | +536.9% | -2.7% | +539.7% | +429.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling