+1,490.9%
HWM vs ATI
+1,002.4%
+488.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.8% | -1.0% |
| 7D | +11.1% | +13.0% | -1.8% | +5.1% |
| 30D | +3.0% | +0.2% | +2.8% | +3.0% |
| 3M | -20.7% | -17.5% | -3.2% | -13.5% |
| 6M | -17.2% | +18.1% | -35.3% | -23.9% |
| YTD | +9.1% | +65.7% | -56.6% | -14.3% |
| 1Y | +9.0% | +91.9% | -82.9% | -19.9% |
| 3Y | +353.8% | +335.2% | +18.6% | +119.6% |
| 5Y | +608.0% | +1,004.3% | -396.3% | +113.2% |
| All | +1,490.9% | +1,002.4% | +488.6% | +301.8% |
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