+1,388.5%
HWM vs ATI
+1,176.6%
+211.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.4% | -1.9% | +0.5% |
| 7D | +3.4% | +6.2% | -2.8% | +0.7% |
| 30D | -7.5% | -7.1% | -0.5% | -4.3% |
| 3M | -28.9% | -21.3% | -7.6% | -20.8% |
| 6M | -19.6% | +6.5% | -26.1% | -22.6% |
| YTD | +0.6% | +53.2% | -52.6% | -18.0% |
| 1Y | +0.3% | +82.7% | -82.4% | -24.6% |
| 3Y | +326.1% | +314.3% | +11.8% | +111.2% |
| 5Y | +525.2% | +890.9% | -365.7% | +98.5% |
| 10Y | +1,492.9% | +1,142.3% | +350.5% | +301.5% |
| All | +1,388.5% | +1,176.6% | +211.9% | +271.6% |
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