+1,573.3%
HWM vs AME
+463.7%
+1,109.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | 0.0% | -10.7% | -10.7% |
| 7D | -9.2% | +2.8% | -11.9% | -11.4% |
| 30D | -17.9% | -6.3% | -11.6% | -13.2% |
| 3M | -6.0% | +5.4% | -11.4% | -10.9% |
| 6M | -7.4% | +7.4% | -14.8% | -13.7% |
| YTD | +13.1% | +16.2% | -3.1% | -2.2% |
| 1Y | +29.3% | +26.8% | +2.5% | +2.7% |
| 3Y | +389.9% | +57.5% | +332.4% | +204.0% |
| 5Y | +655.5% | +84.8% | +570.7% | +293.1% |
| All | +1,573.3% | +463.7% | +1,109.7% | +245.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling