+608.0%
HWM vs KMB
-3.2%
+611.3%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | -0.3% |
| 7D | +11.1% | -3.0% | +14.1% | +11.4% |
| 30D | +3.0% | +9.1% | -6.1% | +1.9% |
| 3M | -20.7% | -0.4% | -20.3% | -20.8% |
| 6M | -17.2% | +13.0% | -30.2% | -18.8% |
| YTD | +9.1% | +10.3% | -1.3% | +7.2% |
| 1Y | +9.0% | +8.2% | +0.8% | +7.4% |
| 3Y | +353.8% | +0.4% | +353.5% | +331.3% |
| 5Y | +608.0% | -2.7% | +610.7% | +558.6% |
| All | +608.0% | -3.2% | +611.3% | +558.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KMB.
Daily Out/Under-Performance
Portfolio return minus KMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMB 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 KMB 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