+441.1%
HWM vs AME
+50.7%
+390.4%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.5% | -2.0% | -1.3% |
| 7D | -2.1% | +0.6% | -2.7% | -2.5% |
| 30D | -11.0% | -6.7% | -4.3% | -7.6% |
| 3M | +4.0% | +4.1% | 0.0% | +1.5% |
| 6M | -0.2% | +1.6% | -1.8% | -1.6% |
| YTD | +26.7% | +16.1% | +10.5% | +16.5% |
| 1Y | +44.7% | +27.3% | +17.4% | +26.9% |
| All | +441.1% | +50.7% | +390.4% | +316.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling