+4.4%
HWM vs ADSK
-10.6%
+15.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +7.0% | -11.3% | -3.2% |
| 7D | +9.4% | +11.4% | -2.0% | +11.4% |
| 30D | -7.0% | +21.9% | -28.9% | -4.1% |
| 3M | -25.9% | +13.9% | -39.7% | -24.1% |
| 6M | -10.8% | +9.1% | -19.9% | -8.5% |
| YTD | +4.3% | -8.8% | +13.1% | +9.4% |
| 1Y | +4.4% | -10.2% | +14.6% | +9.3% |
| All | +4.4% | -10.6% | +15.0% | +9.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ADSK.
Daily Out/Under-Performance
Portfolio return minus ADSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADSK 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 ADSK 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