+1,559.5%
HWM vs AGI
+376.4%
+1,183.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.7% |
| 7D | -11.4% | -2.7% | -8.7% | -11.2% |
| 30D | -18.5% | +7.2% | -25.7% | -19.1% |
| 3M | -13.2% | +4.3% | -17.4% | -13.8% |
| 6M | -8.7% | -27.1% | +18.4% | -6.7% |
| YTD | +12.2% | -6.6% | +18.8% | +12.0% |
| 1Y | +24.9% | +9.5% | +15.4% | +22.8% |
| 3Y | +383.9% | +208.4% | +175.5% | +335.9% |
| 5Y | +646.1% | +401.6% | +244.5% | +546.1% |
| All | +1,559.5% | +376.4% | +1,183.1% | +1,300.9% |
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