+1,581.2%
HWM vs OMC
+37.6%
+1,543.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.5% | +4.0% | +2.5% |
| 7D | -8.0% | -4.2% | -3.8% | -5.7% |
| 30D | -18.0% | -7.5% | -10.5% | -14.5% |
| 3M | -9.5% | +4.6% | -14.1% | -13.2% |
| 6M | -8.4% | -4.8% | -3.5% | -7.6% |
| YTD | +13.6% | -1.0% | +14.7% | +9.5% |
| 1Y | +30.2% | +3.8% | +26.4% | +19.7% |
| 3Y | +392.2% | +10.2% | +382.0% | +310.9% |
| 5Y | +645.2% | +29.7% | +615.5% | +418.5% |
| All | +1,581.2% | +37.6% | +1,543.6% | +947.3% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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