+1,490.9%
HWM vs AA
+44.7%
+1,446.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | +0.1% |
| 7D | +11.1% | +5.3% | +5.8% | +9.2% |
| 30D | +3.0% | -2.3% | +5.2% | +3.7% |
| 3M | -20.7% | -20.8% | +0.1% | -15.0% |
| 6M | -17.2% | -39.8% | +22.6% | -4.5% |
| YTD | +9.1% | -23.3% | +32.3% | +13.4% |
| 1Y | +9.0% | +1.8% | +7.2% | +2.4% |
| 3Y | +353.8% | +69.5% | +284.3% | +222.0% |
| 5Y | +608.0% | -18.0% | +626.0% | +480.5% |
| All | +1,490.9% | +44.7% | +1,446.3% | +551.5% |
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