+1,579.2%
HWM vs AA
+64.5%
+1,514.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +5.8% | -0.7% | +3.2% |
| 7D | +1.6% | +4.8% | -3.2% | 0.0% |
| 30D | -3.9% | -0.6% | -3.3% | -3.7% |
| 3M | -23.2% | -16.3% | -7.0% | -19.2% |
| 6M | -20.0% | -33.4% | +13.4% | -10.7% |
| YTD | +5.7% | -20.7% | +26.4% | +8.8% |
| 1Y | +4.9% | +12.9% | -8.1% | -5.0% |
| 3Y | +347.0% | +75.7% | +271.3% | +213.5% |
| 5Y | +563.0% | -6.8% | +569.8% | +413.5% |
| 10Y | +1,579.2% | +53.6% | +1,525.5% | +577.9% |
| All | +1,579.2% | +64.5% | +1,514.7% | +577.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling