+1,474.6%
HWM vs AFL
+339.8%
+1,134.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -1.7% |
| 7D | +7.3% | +2.9% | +4.4% | +5.1% |
| 30D | +1.6% | +8.0% | -6.4% | -4.4% |
| 3M | -21.9% | +5.9% | -27.8% | -25.4% |
| 6M | -19.0% | +11.6% | -30.7% | -26.2% |
| YTD | +7.9% | +17.5% | -9.6% | -6.1% |
| 1Y | +9.9% | +13.3% | -3.3% | -1.7% |
| 3Y | +342.1% | +67.0% | +275.1% | +179.5% |
| 5Y | +600.8% | +150.6% | +450.1% | +211.6% |
| All | +1,474.6% | +339.8% | +1,134.8% | +432.9% |
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