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  • HWM vs ACWI✓SelectedUSD · ACWIHWM vs ACWI performance historyLatest closeAs of-0.47%09/04
Stock and ETF performance explorer

HWM vs ACWI

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+1,773.8%
ACWI return
+235.1%
Excess return
+1,538.7%
Maximum drawdown
-64.8%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioACWIExcessAlpha
1D-0.5%0.0%-0.4%-0.4%
7D-2.1%+0.5%-2.6%-2.8%
30D-11.0%+0.9%-11.9%-12.1%
3M+4.0%+2.4%+1.6%+0.4%
6M-0.2%+12.4%-12.6%-15.1%
YTD+26.7%+15.2%+11.5%+4.0%
1Y+44.7%+22.7%+22.0%+8.9%
3Y+426.1%+75.8%+350.3%+142.2%
5Y+738.5%+67.7%+670.8%+315.1%
All+1,773.8%+235.1%+1,538.7%+251.6%

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 all: 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…

all analysis · Full analysis span regression · 6 months rolling