+1,559.5%
HWM vs ADSK
+193.4%
+1,366.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.4% | +0.6% |
| 7D | -11.4% | -2.5% | -8.9% | -10.6% |
| 30D | -18.5% | -14.9% | -3.6% | -14.1% |
| 3M | -13.2% | +3.3% | -16.5% | -15.5% |
| 6M | -8.7% | -15.7% | +7.0% | -5.4% |
| YTD | +12.2% | -28.2% | +40.4% | +22.6% |
| 1Y | +24.9% | -34.5% | +59.5% | +41.4% |
| 3Y | +383.9% | -2.9% | +386.8% | +358.9% |
| 5Y | +646.1% | -25.3% | +671.5% | +647.4% |
| All | +1,559.5% | +193.4% | +1,366.1% | +855.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling