+0.3%
HWM vs COMP
+16.2%
-15.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +10.7% | -8.3% | +1.0% |
| 7D | +3.3% | +13.4% | -10.1% | +1.5% |
| 30D | -7.6% | +11.1% | -18.7% | -9.2% |
| 3M | -28.9% | -18.8% | -10.1% | -27.3% |
| 6M | -19.7% | +10.5% | -30.2% | -21.8% |
| YTD | +0.5% | -3.4% | +3.9% | -6.2% |
| 1Y | +0.3% | +19.7% | -19.4% | -7.9% |
| All | +0.3% | +16.2% | -15.9% | -7.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling