+288.5%
HWM vs AHR
+360.2%
-71.7%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.5% | -2.6% | -2.2% |
| 7D | -12.5% | -3.0% | -9.5% | -11.8% |
| 30D | -19.0% | +2.6% | -21.6% | -19.6% |
| 3M | -8.6% | +16.0% | -24.6% | -13.1% |
| 6M | -10.2% | +3.1% | -13.2% | -11.6% |
| YTD | +11.3% | +16.0% | -4.7% | +5.7% |
| 1Y | +24.3% | +28.0% | -3.7% | +14.4% |
| All | +288.5% | +360.2% | -71.7% | +165.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling