+4.7%
HWM vs A
+22.0%
-17.3%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.6% | +1.5% |
| 7D | -1.8% | +1.4% | -3.1% | -1.9% |
| 30D | -2.7% | +4.3% | -7.0% | -3.1% |
| 3M | -22.7% | +19.8% | -42.5% | -24.5% |
| 6M | -18.9% | +54.4% | -73.3% | -24.0% |
| YTD | +7.1% | +31.7% | -24.6% | +3.1% |
| 1Y | +4.7% | +22.4% | -17.8% | +2.5% |
| All | +4.7% | +22.0% | -17.3% | +2.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling