-1.3%
AGG vs HWM
+591.3%
-592.6%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | -0.1% |
| 7D | -1.5% | +7.3% | -8.8% | -1.6% |
| 30D | +0.6% | +1.6% | -0.9% | +0.6% |
| 3M | -1.6% | -21.9% | +20.2% | -1.3% |
| 6M | -1.6% | -19.0% | +17.4% | -1.4% |
| YTD | -1.5% | +7.9% | -9.5% | -1.6% |
| 1Y | -1.1% | +9.9% | -11.0% | -1.2% |
| 3Y | +13.6% | +342.1% | -328.5% | +10.8% |
| All | -1.3% | +591.3% | -592.6% | -4.3% |
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