+13.6%
AGG vs HWM
+387.5%
-373.9%
-4.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -10.7% | +10.6% | 0.0% |
| 7D | +0.1% | -9.2% | +9.3% | +0.2% |
| 30D | -0.4% | -17.9% | +17.5% | -0.2% |
| 3M | -0.3% | -6.0% | +5.8% | -0.2% |
| 6M | -1.2% | -7.4% | +6.1% | -1.2% |
| YTD | -0.4% | +13.1% | -13.5% | -0.4% |
| 1Y | +0.4% | +29.3% | -28.9% | +0.3% |
| All | +13.6% | +387.5% | -373.9% | +10.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling