+1,524.1%
HWM vs CAPR
-68.5%
+1,592.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.7% | -2.1% | +2.4% |
| 7D | +3.4% | +41.1% | -37.7% | +2.6% |
| 30D | -7.5% | +11.1% | -18.7% | -7.8% |
| 3M | -28.9% | +115.3% | -144.2% | -30.5% |
| 6M | -19.6% | -73.8% | +54.2% | -18.6% |
| YTD | +0.6% | -68.8% | +69.4% | +1.3% |
| 1Y | +0.3% | +43.3% | -43.0% | -7.7% |
| 3Y | +326.1% | +214.7% | +111.5% | +258.8% |
| 5Y | +525.2% | +141.3% | +383.9% | +418.6% |
| All | +1,524.1% | -68.5% | +1,592.6% | +1,104.7% |
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