+1,474.6%
HWM vs KEY
+96.4%
+1,378.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.3% |
| 7D | +7.3% | +2.9% | +4.4% | +5.7% |
| 30D | +1.6% | +8.4% | -6.9% | -2.7% |
| 3M | -21.9% | -5.8% | -16.1% | -19.5% |
| 6M | -19.0% | +5.4% | -24.5% | -21.5% |
| YTD | +7.9% | +7.1% | +0.9% | +3.2% |
| 1Y | +9.9% | +26.8% | -16.9% | -4.1% |
| 3Y | +342.1% | +128.7% | +213.4% | +167.7% |
| 5Y | +600.8% | +13.6% | +587.1% | +488.4% |
| All | +1,474.6% | +96.4% | +1,378.2% | +758.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 KEY 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