+1,516.2%
HWM vs COO
+38.3%
+1,477.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.9% | +1.5% |
| 7D | -1.8% | +4.5% | -6.3% | -3.8% |
| 30D | -2.7% | +16.9% | -19.6% | -9.5% |
| 3M | -22.7% | -16.7% | -6.0% | -17.1% |
| 6M | -18.9% | +5.9% | -24.9% | -22.8% |
| YTD | +7.1% | -22.4% | +29.5% | +17.8% |
| 1Y | +4.7% | -10.1% | +14.8% | +7.0% |
| 3Y | +345.6% | -22.8% | +368.4% | +360.6% |
| 5Y | +588.3% | -41.4% | +629.7% | +714.7% |
| 10Y | +1,516.2% | +41.3% | +1,474.9% | +1,228.7% |
| All | +1,516.2% | +38.3% | +1,477.8% | +1,228.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling