+1,498.2%
HWM vs ATI
+1,059.6%
+438.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.4% | -1.9% | +0.5% |
| 7D | +3.4% | +6.2% | -2.8% | +0.7% |
| 30D | -7.5% | -7.1% | -0.5% | -4.3% |
| 3M | -28.9% | -21.3% | -7.6% | -20.7% |
| 6M | -19.6% | +6.5% | -26.1% | -22.6% |
| YTD | +0.6% | +53.2% | -52.6% | -18.1% |
| 1Y | +0.3% | +82.7% | -82.4% | -24.7% |
| 3Y | +326.1% | +314.3% | +11.8% | +110.7% |
| 5Y | +525.2% | +890.9% | -365.7% | +97.5% |
| All | +1,498.2% | +1,059.6% | +438.6% | +311.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ATI.
Daily Out/Under-Performance
Portfolio return minus ATI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ATI 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 10y: compounded portfolio wealth divided by compounded ATI 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…
10y analysis · Full analysis span regression · 6 months rolling