+1,524.1%
HWM vs COO
+41.2%
+1,482.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.8% | +4.3% | +3.3% |
| 7D | +3.4% | +4.7% | -1.3% | +1.1% |
| 30D | -7.5% | +13.9% | -21.4% | -13.1% |
| 3M | -28.9% | -14.9% | -13.9% | -24.4% |
| 6M | -19.6% | +2.0% | -21.6% | -22.1% |
| YTD | +0.6% | -23.9% | +24.5% | +11.5% |
| 1Y | +0.3% | -9.6% | +9.9% | +2.1% |
| 3Y | +326.1% | -25.4% | +351.6% | +348.0% |
| 5Y | +525.2% | -41.2% | +566.4% | +635.0% |
| All | +1,524.1% | +41.2% | +1,482.9% | +1,249.0% |
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