+4.4%
HWM vs AHR
+26.3%
-21.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +2.6% | -6.9% | -4.8% |
| 7D | +9.4% | +9.5% | 0.0% | +7.2% |
| 30D | -7.0% | +11.7% | -18.7% | -9.3% |
| 3M | -25.9% | +4.0% | -29.9% | -26.6% |
| 6M | -10.8% | +13.5% | -24.4% | -14.6% |
| YTD | +4.3% | +21.6% | -17.3% | -2.2% |
| 1Y | +4.4% | +25.1% | -20.7% | -4.0% |
| All | +4.4% | +26.3% | -21.9% | -4.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AHR.
Daily Out/Under-Performance
Portfolio return minus AHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AHR 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 AHR 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