+741.5%
HWM vs A
-12.8%
+754.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.6% |
| 7D | -2.1% | -1.9% | -0.2% | -1.6% |
| 30D | -11.0% | +6.9% | -17.9% | -13.0% |
| 3M | +4.0% | +9.2% | -5.2% | +0.8% |
| 6M | -0.2% | +25.7% | -25.9% | -8.1% |
| YTD | +26.7% | +11.5% | +15.1% | +21.1% |
| 1Y | +44.7% | +18.4% | +26.4% | +35.0% |
| 3Y | +426.1% | +26.6% | +399.5% | +364.1% |
| All | +741.5% | -12.8% | +754.3% | +598.7% |
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