+1,523.0%
HWM vs AR
+44.3%
+1,478.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.8% | +3.3% | +2.6% |
| 7D | +3.3% | -14.3% | +17.6% | +6.2% |
| 30D | -7.6% | +1.4% | -9.0% | -8.1% |
| 3M | -28.9% | +3.4% | -32.3% | -29.7% |
| 6M | -19.7% | -2.1% | -17.6% | -20.1% |
| YTD | +0.5% | +4.7% | -4.2% | -2.2% |
| 1Y | +0.3% | +10.6% | -10.3% | -3.8% |
| 3Y | +325.8% | +24.6% | +301.3% | +292.5% |
| 5Y | +524.7% | +71.9% | +452.9% | +420.7% |
| All | +1,523.0% | +44.3% | +1,478.7% | +1,222.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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