+1,490.9%
HWM vs ALL
+376.2%
+1,114.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -1.3% |
| 7D | +11.1% | 0.0% | +11.1% | +10.9% |
| 30D | +3.0% | +12.8% | -9.8% | -4.0% |
| 3M | -20.7% | +4.7% | -25.4% | -23.1% |
| 6M | -17.2% | +24.9% | -42.1% | -28.3% |
| YTD | +9.1% | +30.0% | -20.9% | -8.7% |
| 1Y | +9.0% | +29.9% | -20.9% | -8.8% |
| 3Y | +353.8% | +117.5% | +236.3% | +161.9% |
| 5Y | +608.0% | +161.7% | +446.4% | +238.0% |
| All | +1,490.9% | +376.2% | +1,114.7% | +396.8% |
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