+588.3%
HWM vs KEY
+14.6%
+573.7%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.4% |
| 7D | -1.8% | +0.5% | -2.3% | -1.9% |
| 30D | -2.7% | +6.9% | -9.5% | -5.0% |
| 3M | -22.7% | -5.0% | -17.7% | -21.3% |
| 6M | -18.9% | +0.7% | -19.7% | -19.3% |
| YTD | +7.1% | +6.5% | +0.6% | +4.2% |
| 1Y | +4.7% | +22.6% | -17.9% | -3.3% |
| 3Y | +345.6% | +125.3% | +220.2% | +229.4% |
| 5Y | +588.3% | +13.9% | +574.4% | +600.1% |
| All | +588.3% | +14.6% | +573.7% | +600.1% |
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