+1,474.6%
HWM vs AGI
+389.5%
+1,085.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -1.0% |
| 7D | +7.3% | -10.1% | +17.4% | +8.2% |
| 30D | +1.6% | -6.5% | +8.1% | +2.0% |
| 3M | -21.9% | -12.8% | -9.1% | -21.2% |
| 6M | -19.0% | -34.3% | +15.3% | -16.5% |
| YTD | +7.9% | -25.6% | +33.6% | +9.7% |
| 1Y | +9.9% | -14.2% | +24.2% | +10.3% |
| 3Y | +342.1% | +127.3% | +214.9% | +306.1% |
| 5Y | +600.8% | +241.8% | +359.0% | +518.4% |
| All | +1,474.6% | +389.5% | +1,085.1% | +1,228.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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