+590.4%
HWM vs COMP
-49.2%
+639.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +5.7% | -0.6% | +4.5% |
| 7D | +1.6% | +14.5% | -12.9% | +0.2% |
| 30D | -3.9% | +14.9% | -18.8% | -5.4% |
| 3M | -23.2% | -14.2% | -9.0% | -22.4% |
| 6M | -20.0% | +23.7% | -43.7% | -22.1% |
| YTD | +5.7% | +2.1% | +3.6% | +3.6% |
| 1Y | +4.9% | +26.2% | -21.3% | +0.7% |
| 3Y | +347.0% | +470.9% | -123.9% | +260.2% |
| 5Y | +563.0% | -14.0% | +577.0% | +512.5% |
| All | +590.4% | -49.2% | +639.6% | +568.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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