+9.9%
HWM vs ATI
+81.3%
-71.4%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.7% | +2.7% | +1.1% |
| 7D | +7.3% | +4.2% | +3.1% | +4.7% |
| 30D | +1.6% | -2.5% | +4.1% | +2.6% |
| 3M | -21.9% | -19.4% | -2.4% | -12.9% |
| 6M | -19.0% | +11.1% | -30.1% | -25.7% |
| YTD | +7.9% | +59.5% | -51.6% | -23.1% |
| 1Y | +9.9% | +85.8% | -75.8% | -26.4% |
| All | +9.9% | +81.3% | -71.4% | -26.4% |
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