+29.3%
HWM vs AG
+123.1%
-93.8%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | -1.0% | -9.7% | -10.6% |
| 7D | -9.2% | +4.5% | -13.6% | -9.6% |
| 30D | -17.9% | +12.9% | -30.7% | -19.1% |
| 3M | -6.0% | +20.9% | -27.0% | -8.6% |
| 6M | -7.4% | -19.5% | +12.2% | -7.2% |
| YTD | +13.1% | +24.8% | -11.7% | +10.7% |
| 1Y | +29.3% | +120.2% | -90.9% | +21.1% |
| All | +29.3% | +123.1% | -93.8% | +21.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling