+1,387.4%
HWM vs APA
-4.5%
+1,391.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.6% | -0.2% | +1.7% |
| 7D | +3.3% | -15.5% | +18.8% | +7.7% |
| 30D | -7.6% | +2.4% | -10.0% | -8.6% |
| 3M | -28.9% | +22.8% | -51.7% | -33.5% |
| 6M | -19.7% | +17.9% | -37.6% | -24.9% |
| YTD | +0.5% | +87.7% | -87.1% | -19.6% |
| 1Y | +0.3% | +94.2% | -93.9% | -21.0% |
| 3Y | +325.8% | +27.2% | +298.6% | +260.8% |
| 5Y | +524.7% | +74.1% | +450.6% | +349.5% |
| 10Y | +1,491.8% | +2.6% | +1,489.1% | +815.5% |
| All | +1,387.4% | -4.5% | +1,391.9% | +767.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling