+1,559.5%
HWM vs NYT
+569.4%
+990.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.3% | +0.6% |
| 7D | -11.4% | -0.6% | -10.8% | -11.3% |
| 30D | -18.5% | +4.6% | -23.1% | -19.6% |
| 3M | -13.2% | -9.6% | -3.6% | -11.4% |
| 6M | -8.7% | -14.0% | +5.3% | -5.7% |
| YTD | +12.2% | -2.8% | +15.0% | +11.4% |
| 1Y | +24.9% | +15.6% | +9.3% | +17.4% |
| 3Y | +383.9% | +56.3% | +327.6% | +306.0% |
| 5Y | +646.1% | +39.5% | +606.6% | +529.5% |
| All | +1,559.5% | +569.4% | +990.1% | +715.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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