+1,579.2%
HWM vs A
+328.7%
+1,250.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +3.1% | +2.0% | +3.7% |
| 7D | +1.6% | +4.8% | -3.2% | -0.4% |
| 30D | -3.9% | +5.6% | -9.6% | -6.2% |
| 3M | -23.2% | +23.6% | -46.8% | -30.5% |
| 6M | -20.0% | +56.4% | -76.3% | -36.0% |
| YTD | +5.7% | +33.4% | -27.7% | -9.3% |
| 1Y | +4.9% | +23.7% | -18.8% | -6.8% |
| 3Y | +347.0% | +71.0% | +276.0% | +219.4% |
| 5Y | +563.0% | +16.8% | +546.2% | +468.9% |
| 10Y | +1,579.2% | +323.8% | +1,255.4% | +530.4% |
| All | +1,579.2% | +328.7% | +1,250.4% | +530.4% |
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