+342.1%
HWM vs AA
+67.6%
+274.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.7% | -0.7% |
| 7D | +7.3% | +0.5% | +6.8% | +7.2% |
| 30D | +1.6% | -0.6% | +2.2% | +1.7% |
| 3M | -21.9% | -19.7% | -2.2% | -19.2% |
| 6M | -19.0% | -41.6% | +22.5% | -12.5% |
| YTD | +7.9% | -24.6% | +32.6% | +10.2% |
| 1Y | +9.9% | +4.9% | +5.1% | +5.4% |
| 3Y | +342.1% | +66.8% | +275.3% | +304.3% |
| All | +342.1% | +67.6% | +274.6% | +304.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling