+741.5%
HWM vs COMP
-31.2%
+772.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.5% |
| 7D | -2.1% | +1.4% | -3.5% | -2.2% |
| 30D | -11.0% | -13.3% | +2.3% | -9.8% |
| 3M | +4.0% | +41.1% | -37.1% | +0.4% |
| 6M | -0.2% | +17.2% | -17.4% | -2.8% |
| YTD | +26.7% | +5.2% | +21.4% | +24.0% |
| 1Y | +44.7% | +18.9% | +25.8% | +39.6% |
| 3Y | +426.1% | +215.9% | +210.2% | +348.1% |
| All | +741.5% | -31.2% | +772.6% | +732.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling