+1,773.8%
HWM vs ADSK
+201.0%
+1,572.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -8.3% | +7.8% | +2.4% |
| 7D | -2.1% | -16.4% | +14.3% | +4.0% |
| 30D | -11.0% | -9.2% | -1.8% | -8.5% |
| 3M | +4.0% | -6.7% | +10.8% | +4.9% |
| 6M | -0.2% | -15.5% | +15.3% | +3.2% |
| YTD | +26.7% | -26.4% | +53.0% | +37.1% |
| 1Y | +44.7% | -31.9% | +76.6% | +61.3% |
| 3Y | +426.1% | -1.0% | +427.1% | +395.4% |
| 5Y | +738.5% | -24.5% | +763.0% | +737.5% |
| All | +1,773.8% | +201.0% | +1,572.8% | +968.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling