+1,306.6%
AAPL vs HWM
+1,599.0%
-292.4%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.9% | -0.9% |
| 7D | +5.0% | -1.8% | +6.8% | +5.3% |
| 30D | +3.5% | -2.7% | +6.2% | +3.7% |
| 3M | +13.1% | -22.7% | +35.8% | +19.4% |
| 6M | +19.0% | -18.9% | +38.0% | +23.7% |
| YTD | +28.5% | +7.1% | +21.5% | +23.6% |
| 1Y | +29.7% | +4.7% | +25.0% | +25.3% |
| 3Y | +89.2% | +345.6% | -256.3% | +22.7% |
| 5Y | +141.2% | +588.3% | -447.1% | +39.6% |
| 10Y | +1,306.6% | +1,516.2% | -209.6% | +533.6% |
| All | +1,306.6% | +1,599.0% | -292.4% | +533.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 HWM 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