+536.9%
HWM vs KEY
+11.7%
+525.3%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.5% | +3.0% | +2.6% |
| 7D | +3.3% | -1.3% | +4.6% | +3.8% |
| 30D | -7.6% | +5.1% | -12.7% | -9.3% |
| 3M | -28.9% | -7.1% | -21.8% | -27.1% |
| 6M | -19.7% | -4.4% | -15.3% | -18.6% |
| YTD | +0.5% | +4.0% | -3.5% | -1.4% |
| 1Y | +0.3% | +23.4% | -23.2% | -7.6% |
| 3Y | +325.8% | +113.9% | +211.9% | +220.5% |
| All | +536.9% | +11.7% | +525.3% | +545.9% |
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 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