+1,579.2%
HWM vs ALL
+367.3%
+1,211.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.4% | +5.5% | +5.3% |
| 7D | +1.6% | -3.9% | +5.5% | +3.5% |
| 30D | -3.9% | +10.6% | -14.6% | -9.6% |
| 3M | -23.2% | -4.6% | -18.7% | -21.7% |
| 6M | -20.0% | +20.2% | -40.2% | -29.3% |
| YTD | +5.7% | +23.7% | -18.0% | -9.1% |
| 1Y | +4.9% | +27.9% | -23.0% | -11.8% |
| 3Y | +347.0% | +109.2% | +237.8% | +162.9% |
| 5Y | +563.0% | +148.0% | +415.0% | +225.7% |
| 10Y | +1,579.2% | +363.8% | +1,215.4% | +398.8% |
| All | +1,579.2% | +367.3% | +1,211.8% | +398.8% |
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