+355.1%
HWM vs AS
+120.4%
+234.7%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.6% | -4.0% | -1.1% |
| 7D | -2.1% | -4.9% | +2.8% | -1.3% |
| 30D | -11.0% | -19.6% | +8.6% | -7.7% |
| 3M | +4.0% | -14.4% | +18.4% | +6.5% |
| 6M | -0.2% | -20.1% | +19.9% | +3.0% |
| YTD | +26.7% | -20.9% | +47.6% | +30.5% |
| 1Y | +44.7% | -21.9% | +66.6% | +49.0% |
| All | +355.1% | +120.4% | +234.7% | +325.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling