+7.5%
HWM vs AME
+22.0%
-14.5%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.6% | +1.7% | +1.8% |
| 7D | +5.0% | +1.1% | +3.9% | +4.1% |
| 30D | +1.5% | -4.1% | +5.6% | +4.7% |
| 3M | -20.3% | -6.3% | -14.0% | -16.4% |
| 6M | -18.0% | +3.5% | -21.6% | -20.3% |
| YTD | +9.5% | +17.3% | -7.8% | -4.8% |
| 1Y | +7.5% | +22.0% | -14.6% | -8.6% |
| All | +7.5% | +22.0% | -14.5% | -8.6% |
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