+1,573.3%
HWM vs APA
-7.3%
+1,580.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | +1.8% | -12.5% | -11.2% |
| 7D | -9.2% | -1.7% | -7.5% | -8.8% |
| 30D | -17.9% | +15.7% | -33.6% | -21.3% |
| 3M | -6.0% | +16.5% | -22.5% | -10.8% |
| 6M | -7.4% | +35.1% | -42.4% | -17.5% |
| YTD | +13.1% | +82.2% | -69.1% | -8.2% |
| 1Y | +29.3% | +102.5% | -73.2% | +0.7% |
| 3Y | +389.9% | +10.3% | +379.6% | +334.7% |
| 5Y | +655.5% | +166.1% | +489.4% | +374.3% |
| All | +1,573.3% | -7.3% | +1,580.6% | +890.4% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 10y: compounded portfolio wealth divided by compounded APA 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…
10y analysis · Full analysis span regression · 6 months rolling