+1,387.4%
HWM vs ARES
+1,110.4%
+277.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.2% | +2.2% | +2.4% |
| 7D | +3.3% | +4.5% | -1.2% | +1.1% |
| 30D | -7.6% | +15.7% | -23.4% | -13.8% |
| 3M | -28.9% | -2.0% | -26.9% | -29.0% |
| 6M | -19.7% | +10.4% | -30.1% | -24.6% |
| YTD | +0.5% | -14.2% | +14.8% | +3.2% |
| 1Y | +0.3% | -7.8% | +8.0% | -1.2% |
| 3Y | +325.8% | +41.4% | +284.5% | +233.1% |
| 5Y | +524.7% | +83.7% | +441.1% | +312.3% |
| 10Y | +1,491.8% | +1,204.1% | +287.7% | +370.0% |
| All | +1,387.4% | +1,110.4% | +277.1% | +346.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ARES.
Daily Out/Under-Performance
Portfolio return minus ARES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARES 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 ARES 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