+577.9%
HWM vs APA
+94.1%
+483.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.6% | -2.7% | -1.3% |
| 7D | +7.3% | +8.5% | -1.2% | +5.9% |
| 30D | +1.6% | +2.8% | -1.2% | +0.8% |
| 3M | -21.9% | +21.7% | -43.6% | -24.8% |
| 6M | -19.0% | +32.6% | -51.7% | -23.8% |
| YTD | +7.9% | +103.7% | -95.8% | -9.6% |
| 1Y | +9.9% | +101.8% | -91.9% | -8.0% |
| 3Y | +342.1% | +48.1% | +294.1% | +278.9% |
| All | +577.9% | +94.1% | +483.8% | +413.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling