+4.4%
HWM vs COO
-7.7%
+12.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +5.9% | -10.2% | -5.2% |
| 7D | +9.4% | +8.4% | +1.0% | +7.9% |
| 30D | -7.0% | +13.5% | -20.4% | -9.2% |
| 3M | -25.9% | -13.8% | -12.1% | -23.8% |
| 6M | -10.8% | +4.7% | -15.5% | -13.0% |
| YTD | +4.3% | -21.4% | +25.7% | +8.8% |
| 1Y | +4.4% | -6.7% | +11.1% | +4.7% |
| All | +4.4% | -7.7% | +12.0% | +4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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