+1,773.8%
HWM vs AGI
+389.8%
+1,384.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | -0.3% |
| 7D | -2.1% | +0.6% | -2.7% | -2.2% |
| 30D | -11.0% | +18.2% | -29.2% | -12.4% |
| 3M | +4.0% | -4.1% | +8.2% | +4.0% |
| 6M | -0.2% | -28.7% | +28.5% | +2.1% |
| YTD | +26.7% | -4.0% | +30.6% | +26.1% |
| 1Y | +44.7% | +17.4% | +27.3% | +41.5% |
| 3Y | +426.1% | +203.0% | +223.1% | +374.3% |
| 5Y | +738.5% | +376.7% | +361.8% | +626.9% |
| All | +1,773.8% | +389.8% | +1,384.0% | +1,477.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling