+1,474.6%
HWM vs ACWI
+224.5%
+1,250.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.8% | -0.7% |
| 7D | +7.3% | +2.4% | +4.8% | +3.9% |
| 30D | +1.6% | -1.7% | +3.2% | +4.0% |
| 3M | -21.9% | -3.9% | -17.9% | -17.5% |
| 6M | -19.0% | +0.8% | -19.8% | -20.2% |
| YTD | +7.9% | +11.0% | -3.1% | -6.9% |
| 1Y | +9.9% | +13.1% | -3.2% | -7.5% |
| 3Y | +342.1% | +73.9% | +268.3% | +105.9% |
| 5Y | +600.8% | +59.0% | +541.7% | +273.1% |
| All | +1,474.6% | +224.5% | +1,250.1% | +165.5% |
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