+9.9%
HWM vs AS
-3.7%
+13.7%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.8% |
| 7D | +7.3% | -4.9% | +12.2% | +8.8% |
| 30D | +1.6% | +3.9% | -2.3% | +0.5% |
| 3M | -21.9% | -9.6% | -12.3% | -20.1% |
| 6M | -19.0% | -8.7% | -10.4% | -18.0% |
| YTD | +7.9% | -19.8% | +27.8% | +8.9% |
| 1Y | +9.9% | -1.5% | +11.5% | +8.4% |
| All | +9.9% | -3.7% | +13.7% | +8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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