+9.9%
HWM vs AEM
+3.6%
+6.4%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | +7.3% | -6.8% | +14.1% | +8.7% |
| 30D | +1.6% | +0.8% | +0.8% | +1.2% |
| 3M | -21.9% | -0.8% | -21.0% | -22.5% |
| 6M | -19.0% | -8.5% | -10.5% | -18.4% |
| YTD | +7.9% | +5.9% | +2.0% | +2.4% |
| 1Y | +9.9% | +6.6% | +3.3% | +3.4% |
| All | +9.9% | +3.6% | +6.4% | +3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM 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 AEM 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