+1,773.8%
HWM vs COO
+59.2%
+1,714.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | +0.2% |
| 7D | -2.1% | -2.2% | +0.1% | -1.1% |
| 30D | -11.0% | -7.0% | -4.0% | -8.1% |
| 3M | +4.0% | +12.2% | -8.2% | -2.2% |
| 6M | -0.2% | -15.1% | +14.9% | +6.6% |
| YTD | +26.7% | -15.1% | +41.7% | +35.1% |
| 1Y | +44.7% | +2.3% | +42.4% | +40.3% |
| 3Y | +426.1% | -23.7% | +449.8% | +458.1% |
| 5Y | +738.5% | -38.9% | +777.4% | +890.1% |
| All | +1,773.8% | +59.2% | +1,714.6% | +1,403.0% |
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 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