+252.7%
HWM vs AS
+133.7%
+118.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.3% | -3.7% | -5.5% |
| 7D | -2.4% | +7.1% | -9.6% | -3.7% |
| 30D | -13.3% | +12.8% | -26.1% | -15.1% |
| 3M | -31.0% | -14.7% | -16.3% | -29.3% |
| 6M | -17.1% | -9.9% | -7.2% | -16.1% |
| YTD | -1.9% | -16.1% | +14.3% | 0.0% |
| 1Y | -2.4% | +0.2% | -2.6% | -3.3% |
| All | +252.7% | +133.7% | +118.9% | +225.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling