+0.3%
HWM vs AR
+8.4%
-8.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.8% | +3.3% | +2.3% |
| 7D | +3.3% | -14.3% | +17.6% | +0.6% |
| 30D | -7.6% | +1.4% | -9.0% | -7.4% |
| 3M | -28.9% | +3.4% | -32.3% | -28.3% |
| 6M | -19.7% | -2.1% | -17.6% | -19.6% |
| YTD | +0.5% | +4.7% | -4.2% | -0.5% |
| 1Y | +0.3% | +10.6% | -10.3% | -2.7% |
| All | +0.3% | +8.4% | -8.1% | -2.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling