+14.3%
AGG vs HWM
+1,258.6%
-1,244.3%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | -0.1% |
| 7D | -1.5% | +7.3% | -8.8% | -1.5% |
| 30D | +0.6% | +1.6% | -0.9% | +0.6% |
| 3M | -1.6% | -21.9% | +20.2% | -1.6% |
| 6M | -1.6% | -19.0% | +17.4% | -1.6% |
| YTD | -1.5% | +7.9% | -9.5% | -1.5% |
| 1Y | -1.1% | +9.9% | -11.0% | -1.1% |
| 3Y | +13.6% | +342.1% | -328.5% | +13.3% |
| 5Y | -1.7% | +600.8% | -602.5% | -2.0% |
| 10Y | +16.1% | +1,493.8% | -1,477.7% | +16.8% |
| All | +14.3% | +1,258.6% | -1,244.3% | +14.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling