+655.5%
HWM vs OMC
+32.6%
+622.9%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | -1.8% | -8.9% | -10.1% |
| 7D | -9.2% | -5.8% | -3.4% | -7.4% |
| 30D | -17.9% | -4.8% | -13.0% | -16.6% |
| 3M | -6.0% | +9.2% | -15.3% | -9.4% |
| 6M | -7.4% | -2.5% | -4.9% | -7.3% |
| YTD | +13.1% | +2.6% | +10.5% | +10.3% |
| 1Y | +29.3% | +5.9% | +23.4% | +23.4% |
| 3Y | +389.9% | +14.2% | +375.7% | +334.1% |
| 5Y | +655.5% | +33.2% | +622.3% | +447.4% |
| All | +655.5% | +32.6% | +622.9% | +447.4% |
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