+1,773.8%
HWM vs AR
+48.1%
+1,725.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.3% |
| 7D | -2.1% | +2.5% | -4.6% | -2.5% |
| 30D | -11.0% | +14.8% | -25.8% | -13.3% |
| 3M | +4.0% | +6.2% | -2.2% | +2.5% |
| 6M | -0.2% | +4.3% | -4.5% | -2.1% |
| YTD | +26.7% | +14.4% | +12.3% | +21.6% |
| 1Y | +44.7% | +21.3% | +23.4% | +36.8% |
| 3Y | +426.1% | +39.8% | +386.3% | +375.2% |
| 5Y | +738.5% | +142.1% | +596.4% | +555.5% |
| All | +1,773.8% | +48.1% | +1,725.7% | +1,446.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling