+536.9%
HWM vs ATI
+871.8%
-334.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.4% | -2.0% | +0.4% |
| 7D | +3.3% | +6.2% | -2.9% | +0.7% |
| 30D | -7.6% | -7.1% | -0.5% | -4.4% |
| 3M | -28.9% | -21.3% | -7.6% | -20.9% |
| 6M | -19.7% | +6.5% | -26.2% | -22.6% |
| YTD | +0.5% | +53.2% | -52.6% | -17.8% |
| 1Y | +0.3% | +82.7% | -82.5% | -24.2% |
| 3Y | +325.8% | +314.3% | +11.5% | +117.3% |
| All | +536.9% | +871.8% | -334.8% | +112.3% |
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