+741.5%
HWM vs ACM
+5.0%
+736.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.3% |
| 7D | -2.1% | -3.7% | +1.6% | -0.1% |
| 30D | -11.0% | -11.1% | +0.1% | -6.1% |
| 3M | +4.0% | -8.0% | +12.0% | +7.2% |
| 6M | -0.2% | -29.7% | +29.4% | +19.2% |
| YTD | +26.7% | -29.4% | +56.0% | +47.6% |
| 1Y | +44.7% | -46.4% | +91.1% | +101.4% |
| 3Y | +426.1% | -22.3% | +448.4% | +451.8% |
| All | +741.5% | +5.0% | +736.5% | +602.0% |
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