+1,559.5%
HWM vs KWEB
-21.9%
+1,581.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | +0.1% | +0.6% |
| 7D | -11.4% | -5.6% | -5.9% | -10.2% |
| 30D | -18.5% | -10.7% | -7.8% | -16.2% |
| 3M | -13.2% | -7.4% | -5.8% | -11.7% |
| 6M | -8.7% | -19.3% | +10.6% | -4.2% |
| YTD | +12.2% | -27.8% | +39.9% | +20.5% |
| 1Y | +24.9% | -35.9% | +60.8% | +37.8% |
| 3Y | +383.9% | -1.9% | +385.9% | +368.3% |
| 5Y | +646.1% | -43.2% | +689.3% | +708.8% |
| All | +1,559.5% | -21.9% | +1,581.4% | +1,203.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KWEB.
Daily Out/Under-Performance
Portfolio return minus KWEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KWEB 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 10y: compounded portfolio wealth divided by compounded KWEB 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…
10y analysis · Full analysis span regression · 6 months rolling