+1,773.8%
HWM vs ATI
+1,429.8%
+344.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.0% | -3.5% | -1.8% |
| 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% | -3.6% |
| 6M | -0.2% | +30.2% | -30.4% | -12.5% |
| YTD | +26.7% | +83.6% | -56.9% | -5.0% |
| 1Y | +44.7% | +173.0% | -128.3% | -9.9% |
| 3Y | +426.1% | +356.6% | +69.4% | +148.7% |
| 5Y | +738.5% | +1,074.2% | -335.7% | +145.1% |
| All | +1,773.8% | +1,429.8% | +344.0% | +330.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling