+645.2%
HWM vs AFL
+133.0%
+512.2%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.8% | +0.7% |
| 7D | -8.0% | -2.1% | -5.9% | -6.8% |
| 30D | -18.0% | -5.4% | -12.6% | -15.2% |
| 3M | -9.5% | -0.3% | -9.2% | -9.7% |
| 6M | -8.4% | +5.2% | -13.6% | -11.7% |
| YTD | +13.6% | +5.7% | +8.0% | +8.8% |
| 1Y | +30.2% | +10.2% | +20.0% | +20.8% |
| 3Y | +392.2% | +63.4% | +328.8% | +233.1% |
| 5Y | +645.2% | +133.0% | +512.2% | +255.1% |
| All | +645.2% | +133.0% | +512.2% | +255.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling