+1,513.6%
HWM vs AU
+663.4%
+850.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.8% | +4.4% | 0.0% |
| 7D | +11.1% | -1.1% | +12.2% | +11.2% |
| 30D | +3.0% | -4.4% | +7.4% | +3.3% |
| 3M | -20.7% | -10.0% | -10.7% | -20.3% |
| 6M | -17.2% | -14.5% | -2.7% | -16.7% |
| YTD | +9.1% | +6.4% | +2.7% | +7.9% |
| 1Y | +9.0% | +7.7% | +1.4% | +7.7% |
| 3Y | +353.8% | +514.1% | -160.3% | +300.6% |
| 5Y | +608.0% | +386.5% | +221.5% | +521.5% |
| 10Y | +1,510.3% | +851.3% | +659.0% | +1,257.0% |
| All | +1,513.6% | +663.4% | +850.2% | +1,215.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling