+1,387.4%
HWM vs COO
+42.7%
+1,344.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.8% | +4.3% | +3.2% |
| 7D | +3.3% | +4.7% | -1.4% | +1.1% |
| 30D | -7.6% | +13.9% | -21.5% | -13.1% |
| 3M | -28.9% | -14.9% | -14.0% | -24.5% |
| 6M | -19.7% | +2.0% | -21.7% | -22.2% |
| YTD | +0.5% | -23.9% | +24.4% | +11.4% |
| 1Y | +0.3% | -9.6% | +9.9% | +2.1% |
| 3Y | +325.8% | -25.4% | +351.3% | +347.7% |
| 5Y | +524.7% | -41.2% | +565.9% | +634.2% |
| 10Y | +1,491.8% | +42.1% | +1,449.7% | +1,225.5% |
| All | +1,387.4% | +42.7% | +1,344.8% | +1,139.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling