+109.0%
AAPL vs HWM
+655.8%
-546.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -10.7% | +9.5% | +2.1% |
| 7D | -2.7% | -9.2% | +6.4% | 0.0% |
| 30D | +1.0% | -17.9% | +18.9% | +6.9% |
| 3M | +5.0% | -6.0% | +11.0% | +5.9% |
| 6M | +23.0% | -7.4% | +30.4% | +24.0% |
| YTD | +16.6% | +13.1% | +3.5% | +9.1% |
| 1Y | +33.4% | +29.3% | +4.1% | +18.3% |
| 3Y | +79.9% | +389.9% | -310.0% | -12.9% |
| 5Y | +109.0% | +655.5% | -546.5% | -17.7% |
| All | +109.0% | +655.8% | -546.8% | -17.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling