+44.7%
HWM vs AA
+63.2%
-18.5%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | -0.2% |
| 7D | -2.1% | -0.7% | -1.4% | -2.0% |
| 30D | -11.0% | +5.0% | -16.0% | -11.7% |
| 3M | +4.0% | -35.8% | +39.9% | +9.9% |
| 6M | -0.2% | -18.4% | +18.2% | +0.8% |
| YTD | +26.7% | -5.5% | +32.1% | +23.5% |
| 1Y | +44.7% | +61.0% | -16.2% | +32.8% |
| All | +44.7% | +63.2% | -18.5% | +32.8% |
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