+640.6%
HWM vs ADSK
-26.7%
+667.3%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.4% | -4.4% | -2.7% |
| 7D | -12.5% | -10.9% | -1.6% | -9.9% |
| 30D | -19.0% | -15.9% | -3.1% | -15.5% |
| 3M | -8.6% | -4.4% | -4.2% | -8.7% |
| 6M | -10.2% | -16.6% | +6.5% | -7.1% |
| YTD | +11.3% | -28.5% | +39.8% | +20.5% |
| 1Y | +24.3% | -34.6% | +58.9% | +38.7% |
| 3Y | +382.3% | -3.5% | +385.7% | +363.4% |
| 5Y | +640.6% | -25.6% | +666.2% | +599.3% |
| All | +640.6% | -26.7% | +667.3% | +599.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling