+442.4%
HWM vs OMC
+14.6%
+427.8%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.0% | -0.1% |
| 7D | -2.1% | -6.4% | +4.3% | -1.1% |
| 30D | -11.0% | +1.1% | -12.1% | -11.3% |
| 3M | +4.0% | +10.4% | -6.4% | +1.8% |
| 6M | -0.2% | -1.7% | +1.5% | -0.3% |
| YTD | +26.7% | +4.4% | +22.2% | +25.3% |
| 1Y | +44.7% | +8.4% | +36.3% | +41.3% |
| All | +442.4% | +14.6% | +427.8% | +399.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling