+1,547.2%
HWM vs EQIX
+247.1%
+1,300.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.8% | -0.2% | -1.4% |
| 7D | -12.5% | -1.6% | -10.9% | -12.0% |
| 30D | -19.0% | -0.4% | -18.6% | -19.0% |
| 3M | -8.6% | -0.9% | -7.7% | -8.6% |
| 6M | -10.2% | +8.1% | -18.3% | -12.9% |
| YTD | +11.3% | +35.7% | -24.3% | -0.5% |
| 1Y | +24.3% | +34.0% | -9.7% | +11.3% |
| 3Y | +382.3% | +41.4% | +340.8% | +319.4% |
| 5Y | +640.6% | +34.0% | +606.6% | +538.8% |
| All | +1,547.2% | +247.1% | +1,300.0% | +954.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EQIX.
Daily Out/Under-Performance
Portfolio return minus EQIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQIX 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 EQIX 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