+1,516.2%
HWM vs CAPR
-68.2%
+1,584.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -9.9% | +11.2% | +1.5% |
| 7D | -1.8% | +7.6% | -9.4% | -1.9% |
| 30D | -2.7% | +13.3% | -16.0% | -3.0% |
| 3M | -22.7% | +130.4% | -153.1% | -24.6% |
| 6M | -18.9% | -70.8% | +51.9% | -18.1% |
| YTD | +7.1% | -69.3% | +76.3% | +7.8% |
| 1Y | +4.7% | +59.5% | -54.9% | -4.2% |
| 3Y | +345.6% | +216.8% | +128.8% | +274.9% |
| 5Y | +588.3% | +152.7% | +435.6% | +469.5% |
| 10Y | +1,516.2% | -68.2% | +1,584.4% | +1,093.3% |
| All | +1,516.2% | -68.2% | +1,584.4% | +1,093.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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