+1,474.6%
HWM vs AG
+76.0%
+1,398.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.4% | +1.4% | -0.8% |
| 7D | +7.3% | -10.0% | +17.3% | +8.5% |
| 30D | +1.6% | -10.5% | +12.1% | +2.7% |
| 3M | -21.9% | -27.3% | +5.4% | -19.4% |
| 6M | -19.0% | -43.0% | +23.9% | -14.7% |
| YTD | +7.9% | -17.9% | +25.8% | +8.0% |
| 1Y | +9.9% | +11.9% | -2.0% | +5.9% |
| 3Y | +342.1% | +201.8% | +140.3% | +263.3% |
| 5Y | +600.8% | -0.1% | +600.8% | +537.1% |
| All | +1,474.6% | +76.0% | +1,398.6% | +1,134.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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