+741.5%
HWM vs ALL
+118.4%
+623.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.9% | -0.1% |
| 7D | -2.1% | 0.0% | -2.1% | -2.1% |
| 30D | -11.0% | -1.5% | -9.5% | -10.6% |
| 3M | +4.0% | +23.6% | -19.6% | -3.3% |
| 6M | -0.2% | +22.3% | -22.6% | -7.2% |
| YTD | +26.7% | +26.5% | +0.1% | +16.0% |
| 1Y | +44.7% | +27.0% | +17.7% | +32.1% |
| 3Y | +426.1% | +149.6% | +276.5% | +262.8% |
| All | +741.5% | +118.4% | +623.0% | +496.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling