+741.5%
HWM vs COO
-38.8%
+780.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | 0.0% |
| 7D | -2.1% | -2.2% | +0.1% | -1.4% |
| 30D | -11.0% | -7.0% | -4.0% | -9.0% |
| 3M | +4.0% | +12.2% | -8.2% | -0.3% |
| 6M | -0.2% | -15.1% | +14.9% | +4.5% |
| YTD | +26.7% | -15.1% | +41.7% | +32.6% |
| 1Y | +44.7% | +2.3% | +42.4% | +41.9% |
| 3Y | +426.1% | -23.7% | +449.8% | +449.7% |
| All | +741.5% | -38.8% | +780.2% | +815.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling