+1,573.3%
HWM vs KWEB
-19.5%
+1,592.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | -2.6% | -8.1% | -10.1% |
| 7D | -9.2% | -1.3% | -7.9% | -8.8% |
| 30D | -17.9% | -11.5% | -6.3% | -15.4% |
| 3M | -6.0% | -2.9% | -3.1% | -5.6% |
| 6M | -7.4% | -14.6% | +7.3% | -4.1% |
| YTD | +13.1% | -25.5% | +38.6% | +20.7% |
| 1Y | +29.3% | -31.1% | +60.4% | +40.2% |
| 3Y | +389.9% | +3.0% | +386.9% | +368.6% |
| 5Y | +655.5% | -42.6% | +698.1% | +719.9% |
| All | +1,573.3% | -19.5% | +1,592.8% | +1,205.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling