+442.4%
HWM vs ATI
+373.5%
+68.9%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.0% | -3.5% | -1.9% |
| 7D | -2.1% | -0.1% | -2.1% | -2.1% |
| 30D | -11.0% | +2.7% | -13.7% | -12.4% |
| 3M | +4.0% | +16.3% | -12.3% | -3.9% |
| 6M | -0.2% | +30.2% | -30.4% | -13.1% |
| YTD | +26.7% | +83.6% | -56.9% | -5.7% |
| 1Y | +44.7% | +173.0% | -128.3% | -10.6% |
| All | +442.4% | +373.5% | +68.9% | +157.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling