+325.8%
HWM vs M
+100.8%
+225.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -4.6% | +7.0% | +3.2% |
| 7D | +3.3% | -4.3% | +7.6% | +3.9% |
| 30D | -7.6% | +1.3% | -8.9% | -8.0% |
| 3M | -28.9% | -7.4% | -21.6% | -28.3% |
| 6M | -19.7% | +18.3% | -38.0% | -22.5% |
| YTD | +0.5% | +7.6% | -7.0% | -1.9% |
| 1Y | +0.3% | +17.4% | -17.1% | -3.7% |
| 3Y | +325.8% | +108.4% | +217.5% | +274.9% |
| All | +325.8% | +100.8% | +225.0% | +274.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling