+441.1%
HWM vs A
+26.9%
+414.2%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.6% |
| 7D | -2.1% | -1.9% | -0.2% | -1.7% |
| 30D | -11.0% | +6.9% | -17.9% | -12.5% |
| 3M | +4.0% | +9.2% | -5.2% | +1.6% |
| 6M | -0.2% | +25.7% | -25.9% | -6.4% |
| YTD | +26.7% | +11.5% | +15.1% | +22.5% |
| 1Y | +44.7% | +18.4% | +26.4% | +37.3% |
| All | +441.1% | +26.9% | +414.2% | +385.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling