+342.1%
HWM vs AUR
+130.1%
+212.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.2% | +2.2% | -0.7% |
| 7D | +7.3% | -4.5% | +11.8% | +7.7% |
| 30D | +1.6% | -16.6% | +18.2% | +2.9% |
| 3M | -21.9% | -38.5% | +16.6% | -18.9% |
| 6M | -19.0% | -49.9% | +30.8% | -14.7% |
| YTD | +7.9% | +9.6% | -1.7% | +5.1% |
| 1Y | +9.9% | +1.2% | +8.7% | +7.6% |
| 3Y | +342.1% | +128.8% | +213.3% | +312.9% |
| All | +342.1% | +130.1% | +212.1% | +312.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling