+741.5%
HWM vs AME
+82.5%
+659.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.5% | -2.0% | -1.5% |
| 7D | -2.1% | +0.6% | -2.7% | -2.6% |
| 30D | -11.0% | -6.7% | -4.3% | -6.9% |
| 3M | +4.0% | +4.1% | 0.0% | +0.9% |
| 6M | -0.2% | +1.6% | -1.8% | -1.7% |
| YTD | +26.7% | +16.1% | +10.5% | +13.8% |
| 1Y | +44.7% | +27.3% | +17.4% | +21.9% |
| 3Y | +426.1% | +50.9% | +375.2% | +280.8% |
| All | +741.5% | +82.5% | +659.0% | +419.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling