+380.3%
HWM vs KEYS
+144.6%
+235.8%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.4% | -1.5% |
| 7D | -12.5% | +0.9% | -13.4% | -12.9% |
| 30D | -19.0% | -5.3% | -13.7% | -17.7% |
| 3M | -8.6% | +0.5% | -9.1% | -9.8% |
| 6M | -10.2% | +14.0% | -24.2% | -15.9% |
| YTD | +11.3% | +60.3% | -48.9% | -10.2% |
| 1Y | +24.3% | +91.3% | -67.1% | -7.8% |
| All | +380.3% | +144.6% | +235.8% | +205.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 3y: compounded portfolio wealth divided by compounded KEYS 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…
3y analysis · Full analysis span regression · 6 months rolling