+645.2%
HWM vs AEM
+296.4%
+348.8%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.4% |
| 7D | -8.0% | +3.0% | -11.0% | -8.4% |
| 30D | -18.0% | +12.5% | -30.5% | -19.8% |
| 3M | -9.5% | +26.9% | -36.4% | -13.4% |
| 6M | -8.4% | -9.4% | +1.1% | -7.8% |
| YTD | +13.6% | +20.3% | -6.6% | +9.3% |
| 1Y | +30.2% | +33.8% | -3.5% | +22.9% |
| 3Y | +392.2% | +349.8% | +42.4% | +279.1% |
| 5Y | +645.2% | +301.0% | +344.2% | +472.7% |
| All | +645.2% | +296.4% | +348.8% | +472.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling