+1,474.6%
HWM vs A
+302.9%
+1,171.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.6% | -1.3% |
| 7D | +7.3% | -0.5% | +7.8% | +7.5% |
| 30D | +1.6% | 0.0% | +1.6% | +1.6% |
| 3M | -21.9% | +16.7% | -38.6% | -27.5% |
| 6M | -19.0% | +54.8% | -73.9% | -35.0% |
| YTD | +7.9% | +28.8% | -20.9% | -6.0% |
| 1Y | +9.9% | +19.3% | -9.4% | -0.7% |
| 3Y | +342.1% | +65.5% | +276.6% | +220.4% |
| 5Y | +600.8% | +12.1% | +588.7% | +513.4% |
| All | +1,474.6% | +302.9% | +1,171.7% | +496.2% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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