+509.8%
HWM vs COMP
-28.0%
+537.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -8.2% | +2.2% | -5.1% |
| 7D | -2.4% | -1.8% | -0.6% | -2.3% |
| 30D | -13.3% | -0.8% | -12.5% | -13.3% |
| 3M | -31.0% | -28.1% | -2.9% | -29.0% |
| 6M | -17.1% | +27.0% | -44.1% | -19.7% |
| YTD | -1.9% | -12.8% | +10.9% | -2.3% |
| 1Y | -2.4% | +4.9% | -7.3% | -4.6% |
| 3Y | +322.2% | +321.0% | +1.2% | +249.4% |
| 5Y | +509.8% | -25.6% | +535.4% | +532.2% |
| All | +509.8% | -28.0% | +537.8% | +532.2% |
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