+624.8%
HWM vs AUR
-35.0%
+659.8%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.6% | +0.5% |
| 7D | -8.0% | +11.1% | -19.2% | -8.9% |
| 30D | -18.0% | -6.9% | -11.1% | -17.6% |
| 3M | -9.5% | +5.5% | -15.0% | -10.3% |
| 6M | -8.4% | +41.0% | -49.4% | -11.9% |
| YTD | +13.6% | +69.3% | -55.6% | +7.3% |
| 1Y | +30.2% | +14.0% | +16.2% | +26.7% |
| 3Y | +392.2% | +90.1% | +302.2% | +336.0% |
| 5Y | +645.2% | -34.4% | +679.6% | +500.5% |
| All | +624.8% | -35.0% | +659.8% | +484.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling