+741.5%
HWM vs KEY
+40.7%
+700.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.7% | -0.6% |
| 7D | -2.1% | +2.2% | -4.3% | -2.9% |
| 30D | -11.0% | -3.0% | -8.0% | -10.0% |
| 3M | +4.0% | +3.3% | +0.7% | +2.8% |
| 6M | -0.2% | +9.2% | -9.4% | -3.4% |
| YTD | +26.7% | +10.6% | +16.0% | +21.6% |
| 1Y | +44.7% | +20.4% | +24.3% | +34.4% |
| 3Y | +426.1% | +121.8% | +304.2% | +287.3% |
| All | +741.5% | +40.7% | +700.7% | +616.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling