+1,352.0%
HWM vs AR
+36.7%
+1,315.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.8% | -3.1% | -5.4% |
| 7D | -2.4% | -11.7% | +9.3% | -0.2% |
| 30D | -13.3% | +1.8% | -15.1% | -13.7% |
| 3M | -31.0% | +6.0% | -37.0% | -32.1% |
| 6M | -17.1% | -7.0% | -10.1% | -16.8% |
| YTD | -1.9% | +5.6% | -7.4% | -4.7% |
| 1Y | -2.4% | +10.8% | -13.2% | -6.4% |
| 3Y | +322.2% | +19.3% | +302.9% | +292.1% |
| 5Y | +509.8% | +73.3% | +436.5% | +407.2% |
| 10Y | +1,453.8% | +47.6% | +1,406.2% | +1,163.5% |
| All | +1,352.0% | +36.7% | +1,315.2% | +1,111.7% |
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 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