+415.3%
ASX vs HWM
+522.0%
-106.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +2.4% | +4.0% | +5.1% |
| 7D | -19.9% | +3.3% | -23.2% | -20.8% |
| 30D | -30.9% | -7.6% | -23.3% | -27.7% |
| 3M | -15.1% | -28.9% | +13.8% | +0.4% |
| 6M | -6.5% | -19.7% | +13.2% | +3.6% |
| YTD | +98.4% | +0.5% | +97.9% | +94.7% |
| 1Y | +107.9% | +0.3% | +107.6% | +103.9% |
| 3Y | +325.3% | +325.8% | -0.6% | +83.4% |
| All | +415.3% | +522.0% | -106.6% | +67.8% |
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