+276.7%
HWM vs AHR
+394.2%
-117.5%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.4% | -0.6% |
| 7D | +7.3% | -0.2% | +7.5% | +7.4% |
| 30D | +1.6% | +10.2% | -8.6% | -1.1% |
| 3M | -21.9% | +8.3% | -30.2% | -23.6% |
| 6M | -19.0% | +13.0% | -32.1% | -22.3% |
| YTD | +7.9% | +24.6% | -16.7% | +0.4% |
| 1Y | +9.9% | +22.2% | -12.3% | +2.8% |
| All | +276.7% | +394.2% | -117.5% | +152.2% |
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