+1,547.2%
HWM vs AFL
+317.1%
+1,230.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.8% | -1.8% |
| 7D | -12.5% | -3.3% | -9.2% | -10.2% |
| 30D | -19.0% | -5.0% | -14.0% | -15.7% |
| 3M | -8.6% | -1.8% | -6.8% | -7.7% |
| 6M | -10.2% | +4.8% | -15.0% | -14.1% |
| YTD | +11.3% | +5.4% | +5.9% | +5.5% |
| 1Y | +24.3% | +9.0% | +15.3% | +14.2% |
| 3Y | +382.3% | +63.0% | +319.2% | +209.5% |
| 5Y | +640.6% | +134.5% | +506.1% | +246.1% |
| All | +1,547.2% | +317.1% | +1,230.0% | +483.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 10y: compounded portfolio wealth divided by compounded AFL 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…
10y analysis · Full analysis span regression · 6 months rolling