+389.9%
HWM vs AFL
+64.2%
+325.7%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | -1.7% | -9.0% | -10.1% |
| 7D | -9.2% | -0.7% | -8.4% | -8.8% |
| 30D | -17.9% | -7.1% | -10.7% | -15.6% |
| 3M | -6.0% | +0.4% | -6.5% | -6.3% |
| 6M | -7.4% | +4.5% | -11.9% | -9.2% |
| YTD | +13.1% | +6.1% | +7.0% | +9.9% |
| 1Y | +29.3% | +10.6% | +18.7% | +23.0% |
| 3Y | +389.9% | +64.0% | +325.9% | +291.4% |
| All | +389.9% | +64.2% | +325.7% | +291.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling