-2.0%
AGG vs HWM
+658.8%
-660.8%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.2% |
| 7D | -0.2% | -8.0% | +7.9% | -0.1% |
| 30D | -0.2% | -18.0% | +17.8% | 0.0% |
| 3M | -0.7% | -9.5% | +8.8% | -0.6% |
| 6M | -1.8% | -8.4% | +6.6% | -1.7% |
| YTD | -0.6% | +13.6% | -14.2% | -0.8% |
| 1Y | +0.4% | +30.2% | -29.9% | 0.0% |
| 3Y | +13.2% | +392.2% | -379.1% | +10.0% |
| 5Y | -2.0% | +645.2% | -647.2% | -5.0% |
| All | -2.0% | +658.8% | -660.8% | -5.0% |
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