-10.8%
HWM vs AMIX
-78.7%
+67.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.0% | -1.3% | -4.3% |
| 7D | +9.4% | -25.1% | +34.5% | +9.4% |
| 30D | -7.0% | -54.5% | +47.5% | -6.9% |
| 3M | -25.9% | -91.7% | +65.9% | -25.8% |
| 6M | -10.8% | -79.4% | +68.6% | -0.7% |
| All | -10.8% | -78.7% | +67.9% | -0.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMIX.
Daily Out/Under-Performance
Portfolio return minus AMIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMIX 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 6mo: compounded portfolio wealth divided by compounded AMIX 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…
6mo analysis · Full analysis span regression · 6 months rolling