+1,523.0%
HWM vs ACWI
+219.0%
+1,304.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.5% | +2.5% |
| 7D | +3.3% | -2.4% | +5.7% | +6.6% |
| 30D | -7.6% | -5.2% | -2.4% | -0.7% |
| 3M | -28.9% | -4.8% | -24.1% | -24.1% |
| 6M | -19.7% | -1.3% | -18.4% | -18.6% |
| YTD | +0.5% | +8.4% | -7.9% | -10.4% |
| 1Y | +0.3% | +11.0% | -10.8% | -13.6% |
| 3Y | +325.8% | +70.6% | +255.3% | +103.6% |
| 5Y | +524.7% | +55.3% | +469.4% | +243.5% |
| All | +1,523.0% | +219.0% | +1,304.0% | +209.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 10y: compounded portfolio wealth divided by compounded ACWI 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…
10y analysis · Full analysis span regression · 6 months rolling