+348.5%
HWM vs COO
-23.7%
+372.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.0% | +3.3% | +2.5% |
| 7D | +5.0% | -2.3% | +7.3% | +5.4% |
| 30D | +1.5% | +13.3% | -11.8% | -1.1% |
| 3M | -20.3% | -18.1% | -2.2% | -17.4% |
| 6M | -18.0% | +6.7% | -24.7% | -19.9% |
| YTD | +9.5% | -23.2% | +32.7% | +14.6% |
| 1Y | +7.5% | -12.3% | +19.7% | +9.5% |
| All | +348.5% | -23.7% | +372.2% | +356.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling