+588.3%
HWM vs OMC
+53.9%
+534.4%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.2% |
| 7D | -1.8% | +6.8% | -8.6% | -3.8% |
| 30D | -2.7% | +16.2% | -18.9% | -7.3% |
| 3M | -22.7% | +6.0% | -28.8% | -24.4% |
| 6M | -18.9% | +17.7% | -36.7% | -23.9% |
| YTD | +7.1% | +13.5% | -6.4% | +0.9% |
| 1Y | +4.7% | +27.2% | -22.5% | -6.4% |
| 3Y | +345.6% | +30.4% | +315.2% | +275.5% |
| 5Y | +588.3% | +53.5% | +534.8% | +356.6% |
| All | +588.3% | +53.9% | +534.4% | +356.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling