+1,773.8%
HWM vs APA
-8.9%
+1,782.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.2% | +2.7% | +0.4% |
| 7D | -2.1% | +0.5% | -2.6% | -2.3% |
| 30D | -11.0% | +23.4% | -34.4% | -16.2% |
| 3M | +4.0% | +12.7% | -8.7% | -0.4% |
| 6M | -0.2% | +39.4% | -39.6% | -11.9% |
| YTD | +26.7% | +79.0% | -52.3% | +3.3% |
| 1Y | +44.7% | +88.8% | -44.1% | +15.0% |
| 3Y | +426.1% | +6.4% | +419.7% | +372.0% |
| 5Y | +738.5% | +153.0% | +585.5% | +434.8% |
| All | +1,773.8% | -8.9% | +1,782.7% | +1,015.1% |
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