+389.9%
HWM vs AGI
+208.5%
+181.4%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | -1.4% | -9.3% | -10.5% |
| 7D | -9.2% | +4.4% | -13.5% | -9.6% |
| 30D | -17.9% | +10.0% | -27.8% | -19.0% |
| 3M | -6.0% | +1.7% | -7.8% | -6.7% |
| 6M | -7.4% | -26.8% | +19.4% | -4.7% |
| YTD | +13.1% | -5.3% | +18.4% | +12.9% |
| 1Y | +29.3% | +11.5% | +17.8% | +26.3% |
| 3Y | +389.9% | +212.9% | +177.0% | +319.8% |
| All | +389.9% | +208.5% | +181.4% | +319.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling