+1,352.0%
HWM vs M
+2.6%
+1,349.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -5.9% | -0.1% | -4.4% |
| 7D | -2.4% | -2.1% | -0.3% | -2.0% |
| 30D | -13.3% | +7.7% | -21.0% | -15.1% |
| 3M | -31.0% | -4.4% | -26.7% | -30.6% |
| 6M | -17.1% | +27.5% | -44.7% | -23.1% |
| YTD | -1.9% | +12.8% | -14.6% | -6.5% |
| 1Y | -2.4% | +20.7% | -23.1% | -9.0% |
| 3Y | +322.2% | +111.3% | +210.9% | +217.8% |
| 5Y | +509.8% | -6.3% | +516.2% | +436.8% |
| 10Y | +1,453.8% | +1.5% | +1,452.3% | +755.7% |
| All | +1,352.0% | +2.6% | +1,349.3% | +699.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling