+1,484.2%
HWM vs AGI
+309.1%
+1,175.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -5.3% | +6.6% | +1.7% |
| 7D | -1.8% | +13.9% | -15.7% | -2.9% |
| 30D | -2.7% | -6.2% | +3.5% | -2.3% |
| 3M | -22.7% | -6.9% | -15.8% | -22.5% |
| 6M | -18.9% | -28.7% | +9.8% | -17.1% |
| YTD | +7.1% | -19.8% | +26.9% | +8.1% |
| 1Y | +4.7% | -4.8% | +9.5% | +4.2% |
| 3Y | +345.6% | +144.3% | +201.3% | +308.5% |
| 5Y | +588.3% | +277.2% | +311.0% | +506.7% |
| 10Y | +1,516.2% | +365.9% | +1,150.3% | +1,288.1% |
| All | +1,484.2% | +309.1% | +1,175.1% | +1,252.1% |
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