+1,136.8%
AAPL vs HWM
+1,330.2%
-193.4%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.7% | -0.4% |
| 7D | -3.0% | -8.0% | +5.1% | -1.1% |
| 30D | +2.3% | -18.0% | +20.3% | +7.1% |
| 3M | +8.6% | -9.5% | +18.1% | +10.7% |
| 6M | +21.6% | -8.4% | +29.9% | +23.0% |
| YTD | +16.3% | +13.6% | +2.7% | +11.0% |
| 1Y | +35.1% | +30.2% | +4.8% | +24.1% |
| 3Y | +79.4% | +392.2% | -312.9% | +14.5% |
| 5Y | +109.8% | +645.2% | -535.3% | +20.4% |
| All | +1,136.8% | +1,330.2% | -193.4% | +479.4% |
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