+529.2%
ASX vs HWM
+603.8%
-74.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +2.3% | +4.3% | +5.4% |
| 7D | +0.8% | +5.0% | -4.1% | -0.9% |
| 30D | -20.4% | +1.5% | -21.9% | -20.6% |
| 3M | -2.1% | -20.3% | +18.2% | +9.1% |
| 6M | +8.2% | -18.0% | +26.2% | +19.0% |
| YTD | +137.3% | +9.5% | +127.8% | +122.9% |
| 1Y | +155.0% | +7.5% | +147.5% | +141.5% |
| 3Y | +397.9% | +355.7% | +42.3% | +107.6% |
| 5Y | +529.2% | +610.2% | -81.0% | +95.0% |
| All | +529.2% | +603.8% | -74.6% | +95.0% |
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