+1,387.4%
HWM vs AG
+83.4%
+1,304.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.8% | +0.6% | +2.2% |
| 7D | +3.3% | +6.3% | -3.0% | +2.5% |
| 30D | -7.6% | -8.9% | +1.3% | -6.8% |
| 3M | -28.9% | -12.2% | -16.7% | -28.3% |
| 6M | -19.7% | -28.3% | +8.6% | -17.5% |
| YTD | +0.5% | -8.8% | +9.4% | -0.5% |
| 1Y | +0.3% | +39.4% | -39.1% | -5.6% |
| 3Y | +325.8% | +229.4% | +96.4% | +248.3% |
| 5Y | +524.7% | +14.5% | +510.2% | +460.5% |
| 10Y | +1,491.8% | +82.7% | +1,409.1% | +1,142.2% |
| All | +1,387.4% | +83.4% | +1,304.1% | +1,059.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling