+1,463.9%
HWM vs APA
-4.6%
+1,468.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.2% | +5.2% | +5.1% |
| 7D | +1.6% | -8.7% | +10.3% | +4.1% |
| 30D | -3.9% | -2.4% | -1.5% | -3.8% |
| 3M | -23.2% | +19.0% | -42.2% | -27.5% |
| 6M | -20.0% | +26.8% | -46.8% | -26.6% |
| YTD | +5.7% | +87.3% | -81.6% | -15.5% |
| 1Y | +4.9% | +92.3% | -87.4% | -17.1% |
| 3Y | +347.0% | +37.3% | +309.7% | +270.2% |
| 5Y | +563.0% | +73.2% | +489.8% | +378.0% |
| 10Y | +1,579.2% | -0.9% | +1,580.0% | +874.1% |
| All | +1,463.9% | -4.6% | +1,468.6% | +812.4% |
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