+1,573.3%
HWM vs A
+262.3%
+1,311.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | -2.7% | -8.0% | -9.5% |
| 7D | -9.2% | -2.1% | -7.1% | -8.2% |
| 30D | -17.9% | +0.6% | -18.5% | -18.2% |
| 3M | -6.0% | +10.9% | -16.9% | -10.9% |
| 6M | -7.4% | +28.2% | -35.5% | -18.9% |
| YTD | +13.1% | +8.6% | +4.5% | +6.8% |
| 1Y | +29.3% | +15.5% | +13.8% | +17.6% |
| 3Y | +389.9% | +31.8% | +358.1% | +296.0% |
| 5Y | +655.5% | -14.9% | +670.4% | +663.0% |
| All | +1,573.3% | +262.3% | +1,311.0% | +609.3% |
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