+1,524.1%
HWM vs AG
+89.9%
+1,434.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.8% | +0.7% | +2.3% |
| 7D | +3.4% | +6.3% | -2.9% | +2.6% |
| 30D | -7.5% | -8.9% | +1.4% | -6.7% |
| 3M | -28.9% | -12.2% | -16.7% | -28.2% |
| 6M | -19.6% | -28.3% | +8.7% | -17.5% |
| YTD | +0.6% | -8.8% | +9.4% | -0.5% |
| 1Y | +0.3% | +39.4% | -39.0% | -5.6% |
| 3Y | +326.1% | +229.4% | +96.7% | +248.5% |
| 5Y | +525.2% | +14.5% | +510.6% | +460.9% |
| All | +1,524.1% | +89.9% | +1,434.2% | +1,174.2% |
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