+640.6%
HWM vs AUR
-36.2%
+676.8%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.6% | +0.6% | -1.8% |
| 7D | -12.5% | +0.2% | -12.7% | -12.5% |
| 30D | -19.0% | -8.9% | -10.1% | -18.5% |
| 3M | -8.6% | +4.6% | -13.2% | -9.4% |
| 6M | -10.2% | +44.9% | -55.0% | -13.8% |
| YTD | +11.3% | +64.8% | -53.5% | +5.3% |
| 1Y | +24.3% | +16.4% | +7.9% | +20.7% |
| 3Y | +382.3% | +85.1% | +297.2% | +328.1% |
| 5Y | +640.6% | -36.1% | +676.8% | +462.1% |
| All | +640.6% | -36.2% | +676.8% | +462.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling