+615.5%
HWM vs AUR
-35.7%
+651.2%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -0.8% | +0.6% |
| 7D | -11.4% | +1.4% | -12.9% | -11.6% |
| 30D | -18.5% | -6.4% | -12.1% | -18.1% |
| 3M | -13.2% | +7.7% | -20.9% | -14.1% |
| 6M | -8.7% | +44.5% | -53.2% | -12.4% |
| YTD | +12.2% | +67.4% | -55.3% | +6.0% |
| 1Y | +24.9% | +15.4% | +9.5% | +21.4% |
| 3Y | +383.9% | +94.8% | +289.1% | +327.9% |
| 5Y | +646.1% | -35.1% | +681.3% | +501.8% |
| All | +615.5% | -35.7% | +651.2% | +477.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 10y: compounded portfolio wealth divided by compounded AUR 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…
10y analysis · Full analysis span regression · 6 months rolling