+1,516.2%
HWM vs A
+312.5%
+1,203.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.6% | +1.9% |
| 7D | -1.8% | +1.4% | -3.1% | -2.3% |
| 30D | -2.7% | +4.3% | -7.0% | -4.5% |
| 3M | -22.7% | +19.8% | -42.5% | -29.1% |
| 6M | -18.9% | +54.4% | -73.3% | -34.7% |
| YTD | +7.1% | +31.7% | -24.6% | -7.6% |
| 1Y | +4.7% | +22.4% | -17.8% | -6.5% |
| 3Y | +345.6% | +67.7% | +277.9% | +221.8% |
| 5Y | +588.3% | +15.7% | +572.5% | +492.9% |
| 10Y | +1,516.2% | +308.7% | +1,207.5% | +529.4% |
| All | +1,516.2% | +312.5% | +1,203.7% | +529.4% |
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