+4.7%
HWM vs AME
+21.9%
-17.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | -1.8% | -4.1% | +2.4% | +1.3% |
| 30D | -2.7% | -4.1% | +1.4% | +0.4% |
| 3M | -22.7% | -5.6% | -17.1% | -19.4% |
| 6M | -18.9% | +2.8% | -21.8% | -20.8% |
| YTD | +7.1% | +16.6% | -9.5% | -6.5% |
| 1Y | +4.7% | +21.1% | -16.4% | -10.6% |
| All | +4.7% | +21.9% | -17.2% | -10.6% |
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