+1,523.0%
HWM vs ALL
+370.9%
+1,152.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -4.5% | +6.9% | +4.9% |
| 7D | +3.3% | -1.9% | +5.3% | +4.2% |
| 30D | -7.6% | +13.8% | -21.4% | -14.4% |
| 3M | -28.9% | -7.0% | -21.9% | -26.5% |
| 6M | -19.7% | +18.0% | -37.7% | -28.3% |
| YTD | +0.5% | +24.2% | -23.7% | -13.8% |
| 1Y | +0.3% | +31.2% | -30.9% | -17.0% |
| 3Y | +325.8% | +107.5% | +218.3% | +151.9% |
| 5Y | +524.7% | +144.8% | +379.9% | +210.4% |
| All | +1,523.0% | +370.9% | +1,152.1% | +375.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 10y: compounded portfolio wealth divided by compounded ALL 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…
10y analysis · Full analysis span regression · 6 months rolling