+1,474.6%
HWM vs AR
+57.4%
+1,417.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | +7.3% | +7.4% | -0.1% | +5.9% |
| 30D | +1.6% | +5.8% | -4.2% | +0.3% |
| 3M | -21.9% | +5.2% | -27.1% | -22.9% |
| 6M | -19.0% | +5.4% | -24.5% | -20.5% |
| YTD | +7.9% | +12.4% | -4.5% | +3.6% |
| 1Y | +9.9% | +12.8% | -2.9% | +5.2% |
| 3Y | +342.1% | +47.2% | +294.9% | +295.1% |
| 5Y | +600.8% | +101.1% | +499.6% | +467.3% |
| All | +1,474.6% | +57.4% | +1,417.2% | +1,181.6% |
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