+1,513.6%
HWM vs AGI
+281.3%
+1,232.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.2% | +3.8% | -0.1% |
| 7D | +11.1% | -7.5% | +18.6% | +11.8% |
| 30D | +3.0% | -9.9% | +12.8% | +3.7% |
| 3M | -20.7% | -14.2% | -6.6% | -20.0% |
| 6M | -17.2% | -35.2% | +18.0% | -14.6% |
| YTD | +9.1% | -25.2% | +34.3% | +10.7% |
| 1Y | +9.0% | -14.3% | +23.4% | +9.4% |
| 3Y | +353.8% | +127.7% | +226.2% | +318.4% |
| 5Y | +608.0% | +243.4% | +364.6% | +528.4% |
| 10Y | +1,510.3% | +384.1% | +1,126.2% | +1,298.8% |
| All | +1,513.6% | +281.3% | +1,232.3% | +1,285.0% |
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