+1,484.2%
HWM vs OMC
+57.7%
+1,426.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.1% |
| 7D | -1.8% | +6.8% | -8.6% | -5.5% |
| 30D | -2.7% | +16.2% | -18.9% | -11.1% |
| 3M | -22.7% | +6.0% | -28.8% | -25.9% |
| 6M | -18.9% | +17.7% | -36.7% | -28.0% |
| YTD | +7.1% | +13.5% | -6.4% | -5.1% |
| 1Y | +4.7% | +27.2% | -22.5% | -14.7% |
| 3Y | +345.6% | +30.4% | +315.2% | +234.2% |
| 5Y | +588.3% | +53.5% | +534.8% | +330.0% |
| 10Y | +1,516.2% | +57.0% | +1,459.2% | +825.4% |
| All | +1,484.2% | +57.7% | +1,426.5% | +807.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling