+536.9%
HWM vs A
+15.4%
+521.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.7% | +0.7% | +1.9% |
| 7D | +3.3% | -0.1% | +3.4% | +3.3% |
| 30D | -7.6% | +3.4% | -11.0% | -8.5% |
| 3M | -28.9% | +23.8% | -52.8% | -33.7% |
| 6M | -19.7% | +49.0% | -68.7% | -30.0% |
| YTD | +0.5% | +29.4% | -28.9% | -8.4% |
| 1Y | +0.3% | +19.4% | -19.1% | -6.1% |
| 3Y | +325.8% | +66.2% | +259.7% | +238.5% |
| All | +536.9% | +15.4% | +521.6% | +439.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling