+1,773.8%
HWM vs AU
+850.4%
+923.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.9% | -0.3% |
| 7D | -2.1% | -3.6% | +1.5% | -1.9% |
| 30D | -11.0% | +23.9% | -34.9% | -12.6% |
| 3M | +4.0% | +19.1% | -15.0% | +2.3% |
| 6M | -0.2% | -0.2% | -0.1% | -0.9% |
| YTD | +26.7% | +32.5% | -5.8% | +23.4% |
| 1Y | +44.7% | +96.9% | -52.2% | +37.3% |
| 3Y | +426.1% | +614.7% | -188.6% | +358.0% |
| 5Y | +738.5% | +647.7% | +90.8% | +618.5% |
| All | +1,773.8% | +850.4% | +923.4% | +1,403.9% |
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