+1,463.9%
HWM vs ARES
+1,161.0%
+302.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +4.2% | +0.9% | +3.3% |
| 7D | +1.6% | +5.0% | -3.4% | -0.7% |
| 30D | -3.9% | +19.1% | -23.0% | -11.4% |
| 3M | -23.2% | +3.1% | -26.3% | -24.9% |
| 6M | -20.0% | +12.9% | -32.8% | -25.5% |
| YTD | +5.7% | -10.7% | +16.4% | +6.6% |
| 1Y | +4.9% | -5.5% | +10.4% | +2.4% |
| 3Y | +347.0% | +45.0% | +302.0% | +246.3% |
| 5Y | +563.0% | +87.4% | +475.6% | +334.5% |
| 10Y | +1,579.2% | +1,267.4% | +311.7% | +386.1% |
| All | +1,463.9% | +1,161.0% | +302.9% | +361.2% |
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