+536.9%
HWM vs CAPR
+142.6%
+394.4%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.7% | -2.2% | +2.4% |
| 7D | +3.3% | +41.1% | -37.8% | +3.1% |
| 30D | -7.6% | +11.1% | -18.7% | -7.7% |
| 3M | -28.9% | +115.3% | -144.2% | -29.3% |
| 6M | -19.7% | -73.8% | +54.2% | -19.5% |
| YTD | +0.5% | -68.8% | +69.4% | +0.7% |
| 1Y | +0.3% | +43.3% | -43.1% | -1.3% |
| 3Y | +325.8% | +214.7% | +111.2% | +276.3% |
| All | +536.9% | +142.6% | +394.4% | +437.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling