+1,524.1%
HWM vs ACWI
+219.0%
+1,305.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | 0.0% | +2.6% | +2.6% |
| 7D | +3.4% | -2.4% | +5.7% | +6.7% |
| 30D | -7.5% | -5.2% | -2.4% | -0.6% |
| 3M | -28.9% | -4.8% | -24.1% | -24.1% |
| 6M | -19.6% | -1.3% | -18.3% | -18.6% |
| YTD | +0.6% | +8.4% | -7.8% | -10.4% |
| 1Y | +0.3% | +11.0% | -10.7% | -13.5% |
| 3Y | +326.1% | +70.6% | +255.6% | +103.7% |
| 5Y | +525.2% | +55.3% | +469.9% | +243.7% |
| All | +1,524.1% | +219.0% | +1,305.1% | +209.6% |
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