+563.0%
HWM vs AEE
+58.9%
+504.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.0% | +4.0% | +4.7% |
| 7D | +1.6% | +2.3% | -0.7% | +0.7% |
| 30D | -3.9% | +11.6% | -15.5% | -8.0% |
| 3M | -23.2% | +5.5% | -28.7% | -24.9% |
| 6M | -20.0% | +6.0% | -26.0% | -22.2% |
| YTD | +5.7% | +16.6% | -10.9% | -1.2% |
| 1Y | +4.9% | +12.1% | -7.2% | -0.4% |
| 3Y | +347.0% | +64.2% | +282.8% | +259.3% |
| 5Y | +563.0% | +59.1% | +503.9% | +428.9% |
| All | +563.0% | +58.9% | +504.1% | +428.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 AEE 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