+29.3%
HWM vs ATI
+166.0%
-136.7%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | -1.6% | -9.1% | -9.9% |
| 7D | -9.2% | +3.2% | -12.3% | -10.5% |
| 30D | -17.9% | -9.0% | -8.9% | -14.0% |
| 3M | -6.0% | +15.1% | -21.1% | -13.4% |
| 6M | -7.4% | +38.1% | -45.5% | -22.9% |
| YTD | +13.1% | +80.7% | -67.6% | -16.8% |
| 1Y | +29.3% | +167.5% | -138.2% | -18.8% |
| All | +29.3% | +166.0% | -136.7% | -18.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling