+1,387.4%
HWM vs AA
+89.5%
+1,297.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.9% | -0.5% | +1.5% |
| 7D | +3.3% | +0.9% | +2.4% | +3.0% |
| 30D | -7.6% | -6.7% | -0.9% | -5.5% |
| 3M | -28.9% | -16.3% | -12.6% | -25.3% |
| 6M | -19.7% | -37.1% | +17.4% | -8.8% |
| YTD | +0.5% | -25.0% | +25.5% | +5.4% |
| 1Y | +0.3% | +8.6% | -8.3% | -8.0% |
| 3Y | +325.8% | +57.2% | +268.6% | +211.1% |
| 5Y | +524.7% | -13.0% | +537.8% | +396.4% |
| 10Y | +1,491.8% | +65.5% | +1,426.2% | +567.3% |
| All | +1,387.4% | +89.5% | +1,297.9% | +517.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling