+1,388.5%
HWM vs A
+331.8%
+1,056.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.7% | +0.8% | +1.7% |
| 7D | +3.4% | -0.1% | +3.4% | +3.4% |
| 30D | -7.5% | +3.4% | -10.9% | -8.9% |
| 3M | -28.9% | +23.8% | -52.7% | -35.8% |
| 6M | -19.6% | +49.0% | -68.6% | -34.2% |
| YTD | +0.6% | +29.4% | -28.8% | -12.5% |
| 1Y | +0.3% | +19.4% | -19.1% | -9.4% |
| 3Y | +326.1% | +66.2% | +259.9% | +208.4% |
| 5Y | +525.2% | +15.8% | +509.4% | +436.0% |
| 10Y | +1,492.9% | +326.1% | +1,166.8% | +522.5% |
| All | +1,388.5% | +331.8% | +1,056.6% | +481.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling