+1,516.8%
HWM vs ATI
+1,017.6%
+499.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.6% | -0.4% | +1.0% |
| 7D | +5.0% | +4.7% | +0.2% | +2.8% |
| 30D | +1.5% | -0.2% | +1.8% | +1.7% |
| 3M | -20.3% | -18.5% | -1.8% | -12.6% |
| 6M | -18.0% | +16.4% | -34.4% | -24.2% |
| YTD | +9.5% | +63.4% | -53.9% | -13.4% |
| 1Y | +7.5% | +91.5% | -84.1% | -21.0% |
| 3Y | +355.7% | +329.2% | +26.4% | +122.0% |
| 5Y | +610.2% | +966.7% | -356.5% | +117.4% |
| 10Y | +1,516.8% | +1,003.8% | +513.0% | +308.8% |
| All | +1,516.8% | +1,017.6% | +499.2% | +308.8% |
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