-7.7%
HWM vs AAOX
-93.2%
+85.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AAOX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -10.8% | +9.8% | -0.8% |
| 7D | +7.3% | -3.4% | +10.6% | +7.2% |
| 30D | +1.6% | -72.8% | +74.4% | +3.1% |
| 3M | -21.9% | -90.7% | +68.8% | -20.1% |
| 6M | -19.0% | -98.2% | +79.1% | -18.2% |
| All | -7.7% | -93.2% | +85.6% | -10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AAOX.
Daily Out/Under-Performance
Portfolio return minus AAOX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AAOX 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 AAOX 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