+30.2%
HWM vs KMX
-1.2%
+31.4%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +0.9% | +0.5% |
| 7D | -8.0% | -1.9% | -6.2% | -7.9% |
| 30D | -18.0% | +2.6% | -20.6% | -18.0% |
| 3M | -9.5% | +25.6% | -35.1% | -10.1% |
| 6M | -8.4% | +41.9% | -50.2% | -9.9% |
| YTD | +13.6% | +56.0% | -42.4% | +11.4% |
| 1Y | +30.2% | -1.8% | +32.0% | +28.5% |
| All | +30.2% | -1.2% | +31.4% | +28.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX 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 1y: compounded portfolio wealth divided by compounded KMX 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…
1y analysis · Full analysis span regression · 6 months rolling