+4.4%
HWM vs M
+36.6%
-32.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +7.6% | -11.9% | -5.3% |
| 7D | +9.4% | +8.3% | +1.2% | +8.2% |
| 30D | -7.0% | +14.2% | -21.1% | -8.8% |
| 3M | -25.9% | -1.1% | -24.8% | -25.8% |
| 6M | -10.8% | +36.6% | -47.4% | -15.9% |
| YTD | +4.3% | +19.8% | -15.5% | -0.9% |
| 1Y | +4.4% | +37.2% | -32.8% | -3.6% |
| All | +4.4% | +36.6% | -32.2% | -3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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