+577.9%
HWM vs ATI
+959.5%
-381.7%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.7% | +2.7% | +0.7% |
| 7D | +7.3% | +4.2% | +3.1% | +5.3% |
| 30D | +1.6% | -2.5% | +4.1% | +2.8% |
| 3M | -21.9% | -19.4% | -2.4% | -14.0% |
| 6M | -19.0% | +11.1% | -30.1% | -23.5% |
| YTD | +7.9% | +59.5% | -51.6% | -13.4% |
| 1Y | +9.9% | +85.8% | -75.8% | -17.5% |
| 3Y | +342.1% | +311.9% | +30.2% | +126.0% |
| All | +577.9% | +959.5% | -381.7% | +114.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling