+1,008.4%
ASX vs HWM
+1,503.5%
-495.2%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.4% | -3.6% | -3.9% |
| 7D | +22.1% | +11.1% | +11.0% | +17.9% |
| 30D | -23.8% | +3.0% | -26.7% | -24.2% |
| 3M | -7.6% | -20.7% | +13.1% | -0.3% |
| 6M | +6.9% | -17.2% | +24.1% | +13.8% |
| YTD | +127.7% | +9.1% | +118.6% | +120.5% |
| 1Y | +144.5% | +9.0% | +135.5% | +136.6% |
| 3Y | +377.8% | +353.8% | +23.9% | +191.0% |
| 5Y | +498.2% | +608.0% | -109.8% | +219.0% |
| All | +1,008.4% | +1,503.5% | -495.2% | +355.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling