+4.4%
HWM vs AME
+21.1%
-16.7%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -4.6% | +0.3% | -1.0% |
| 7D | +9.4% | -4.4% | +13.9% | +13.1% |
| 30D | -7.0% | -5.9% | -1.1% | -2.7% |
| 3M | -25.9% | -6.5% | -19.3% | -22.1% |
| 6M | -10.8% | +3.2% | -14.0% | -13.5% |
| YTD | +4.3% | +16.0% | -11.7% | -8.5% |
| 1Y | +4.4% | +20.4% | -16.1% | -10.4% |
| All | +4.4% | +21.1% | -16.7% | -10.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 1y: compounded portfolio wealth divided by compounded AME 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…
1y analysis · Full analysis span regression · 6 months rolling