+645.2%
HWM vs AU
+688.4%
-43.2%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.2% | +0.4% |
| 7D | -8.0% | +0.6% | -8.7% | -8.1% |
| 30D | -18.0% | +12.3% | -30.3% | -19.2% |
| 3M | -9.5% | +29.4% | -38.9% | -12.6% |
| 6M | -8.4% | +3.2% | -11.6% | -9.6% |
| YTD | +13.6% | +31.8% | -18.2% | +9.3% |
| 1Y | +30.2% | +83.4% | -53.2% | +21.4% |
| 3Y | +392.2% | +623.1% | -230.9% | +296.7% |
| 5Y | +645.2% | +700.5% | -55.3% | +461.4% |
| All | +645.2% | +688.4% | -43.2% | +461.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling