+30.2%
HWM vs AGI
+12.0%
+18.2%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | +0.3% |
| 7D | -8.0% | +2.2% | -10.3% | -8.3% |
| 30D | -18.0% | +11.3% | -29.3% | -19.3% |
| 3M | -9.5% | +5.6% | -15.1% | -10.7% |
| 6M | -8.4% | -27.7% | +19.3% | -5.8% |
| YTD | +13.6% | -4.1% | +17.7% | +14.0% |
| 1Y | +30.2% | +13.8% | +16.4% | +26.5% |
| All | +30.2% | +12.0% | +18.2% | +26.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling