+610.2%
HWM vs CAPR
+219.7%
+390.5%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +26.5% | -24.2% | +2.1% |
| 7D | +5.0% | +25.8% | -20.8% | +4.8% |
| 30D | +1.5% | +50.2% | -48.7% | +1.2% |
| 3M | -20.3% | +185.5% | -205.8% | -20.9% |
| 6M | -18.0% | -64.8% | +46.8% | -18.0% |
| YTD | +9.5% | -61.1% | +70.6% | +9.4% |
| 1Y | +7.5% | +81.0% | -73.5% | +5.6% |
| 3Y | +355.7% | +300.7% | +54.9% | +301.9% |
| 5Y | +610.2% | +223.3% | +386.9% | +505.6% |
| All | +610.2% | +219.7% | +390.5% | +505.6% |
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