+588.3%
HWM vs AR
+87.1%
+501.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +4.3% | +2.1% | +5.6% |
| 7D | -1.8% | -5.8% | +4.0% | -0.6% |
| 30D | -2.7% | +4.8% | -7.5% | -3.8% |
| 3M | -22.7% | +1.5% | -24.2% | -23.3% |
| 6M | -18.9% | +4.7% | -23.6% | -20.4% |
| YTD | +7.1% | +9.2% | -2.1% | +2.9% |
| 1Y | +4.7% | +11.2% | -6.5% | -0.2% |
| 3Y | +345.6% | +46.2% | +299.3% | +295.8% |
| 5Y | +588.3% | +98.1% | +490.2% | +472.5% |
| All | +588.3% | +87.1% | +501.2% | +472.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling