+1,516.2%
HWM vs AG
+64.1%
+1,452.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -5.9% | +7.2% | +2.0% |
| 7D | -1.8% | +6.0% | -7.7% | -2.5% |
| 30D | -2.7% | -13.5% | +10.9% | -1.2% |
| 3M | -22.7% | -20.7% | -2.1% | -21.1% |
| 6M | -18.9% | -31.5% | +12.6% | -16.4% |
| YTD | +7.1% | -10.1% | +17.2% | +6.1% |
| 1Y | +4.7% | +26.0% | -21.3% | -0.5% |
| 3Y | +345.6% | +228.9% | +116.7% | +263.3% |
| 5Y | +588.3% | +8.7% | +579.6% | +520.4% |
| 10Y | +1,516.2% | +71.9% | +1,444.3% | +1,155.9% |
| All | +1,516.2% | +64.1% | +1,452.1% | +1,155.9% |
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