+1,773.8%
HWM vs AFL
+327.1%
+1,446.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | +0.3% |
| 7D | -2.1% | +0.6% | -2.7% | -2.5% |
| 30D | -11.0% | -6.2% | -4.8% | -6.7% |
| 3M | +4.0% | +2.2% | +1.9% | +1.8% |
| 6M | -0.2% | +5.3% | -5.5% | -5.0% |
| YTD | +26.7% | +8.0% | +18.7% | +17.8% |
| 1Y | +44.7% | +10.2% | +34.5% | +31.7% |
| 3Y | +426.1% | +67.1% | +359.0% | +231.0% |
| 5Y | +738.5% | +135.6% | +602.9% | +290.6% |
| All | +1,773.8% | +327.1% | +1,446.7% | +551.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling