+577.9%
HWM vs AR
+99.4%
+478.5%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -20.6% |
| YTD | +7.9% | +12.4% | -4.5% | +3.1% |
| 1Y | +9.9% | +12.8% | -2.9% | +4.7% |
| 3Y | +342.1% | +47.2% | +294.9% | +292.4% |
| All | +577.9% | +99.4% | +478.5% | +469.3% |
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