+1,773.8%
HWM vs CAPR
-69.0%
+1,842.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -0.5% |
| 7D | -2.1% | -2.0% | -0.1% | -2.1% |
| 30D | -11.0% | +139.2% | -150.2% | -13.1% |
| 3M | +4.0% | -66.4% | +70.4% | +4.9% |
| 6M | -0.2% | -63.1% | +62.9% | +0.3% |
| YTD | +26.7% | -67.4% | +94.1% | +27.6% |
| 1Y | +44.7% | +58.2% | -13.5% | +32.5% |
| 3Y | +426.1% | +42.2% | +383.9% | +357.4% |
| 5Y | +738.5% | +87.3% | +651.3% | +603.4% |
| All | +1,773.8% | -69.0% | +1,842.8% | +1,275.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling