+1,773.8%
HWM vs ACM
+148.6%
+1,625.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.2% |
| 7D | -2.1% | -3.7% | +1.6% | +0.2% |
| 30D | -11.0% | -11.1% | +0.1% | -5.5% |
| 3M | +4.0% | -8.0% | +12.0% | +7.5% |
| 6M | -0.2% | -29.7% | +29.4% | +21.1% |
| YTD | +26.7% | -29.4% | +56.0% | +50.2% |
| 1Y | +44.7% | -46.4% | +91.1% | +104.7% |
| 3Y | +426.1% | -22.3% | +448.4% | +469.5% |
| 5Y | +738.5% | +4.5% | +734.0% | +632.3% |
| All | +1,773.8% | +148.6% | +1,625.3% | +910.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling