+4.4%
HWM vs AA
+13.9%
-9.5%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +2.8% | -7.0% | -4.6% |
| 7D | +9.4% | +0.9% | +8.5% | +9.3% |
| 30D | -7.0% | -6.4% | -0.5% | -6.3% |
| 3M | -25.9% | -13.0% | -12.9% | -25.1% |
| 6M | -10.8% | -34.6% | +23.8% | -7.5% |
| YTD | +4.3% | -23.0% | +27.4% | +2.8% |
| 1Y | +4.4% | +16.0% | -11.6% | -3.7% |
| All | +4.4% | +13.9% | -9.5% | -3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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