+1,573.3%
HWM vs KEYS
+912.2%
+661.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | +1.9% | -12.6% | -11.5% |
| 7D | -9.2% | +4.4% | -13.6% | -10.9% |
| 30D | -17.9% | -2.2% | -15.6% | -17.4% |
| 3M | -6.0% | +0.5% | -6.6% | -7.5% |
| 6M | -7.4% | +22.4% | -29.7% | -16.7% |
| YTD | +13.1% | +64.1% | -51.0% | -12.3% |
| 1Y | +29.3% | +97.0% | -67.6% | -8.3% |
| 3Y | +389.9% | +152.0% | +237.9% | +201.8% |
| 5Y | +655.5% | +83.7% | +571.8% | +422.8% |
| All | +1,573.3% | +912.2% | +661.1% | +400.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling