+1,463.9%
HWM vs AME
+465.6%
+998.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +4.2% | +0.9% | +1.3% |
| 7D | +1.6% | -1.5% | +3.1% | +3.1% |
| 30D | -3.9% | -4.2% | +0.2% | -0.1% |
| 3M | -23.2% | -5.9% | -17.3% | -19.1% |
| 6M | -20.0% | +2.8% | -22.8% | -22.4% |
| YTD | +5.7% | +16.6% | -10.9% | -8.8% |
| 1Y | +4.9% | +22.1% | -17.2% | -13.4% |
| 3Y | +347.0% | +64.7% | +282.3% | +166.0% |
| 5Y | +563.0% | +76.6% | +486.4% | +263.2% |
| 10Y | +1,579.2% | +443.9% | +1,135.3% | +252.7% |
| All | +1,463.9% | +465.6% | +998.3% | +222.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling