+389.9%
HWM vs AU
+624.5%
-234.6%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | -1.1% | -9.6% | -10.6% |
| 7D | -9.2% | -0.3% | -8.9% | -9.1% |
| 30D | -17.9% | +12.8% | -30.6% | -19.1% |
| 3M | -6.0% | +28.5% | -34.5% | -9.2% |
| 6M | -7.4% | +4.8% | -12.2% | -8.9% |
| YTD | +13.1% | +31.0% | -17.9% | +9.4% |
| 1Y | +29.3% | +81.4% | -52.1% | +22.2% |
| 3Y | +389.9% | +618.4% | -228.5% | +326.4% |
| All | +389.9% | +624.5% | -234.6% | +326.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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