+1,474.6%
HWM vs P
+652.0%
+822.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.9% | -0.6% |
| 7D | +7.3% | +11.6% | -4.3% | +4.4% |
| 30D | +1.6% | -23.7% | +25.3% | +7.6% |
| 3M | -21.9% | -8.0% | -13.9% | -21.8% |
| 6M | -19.0% | +27.9% | -47.0% | -26.9% |
| YTD | +7.9% | +61.2% | -53.2% | -9.6% |
| 1Y | +9.9% | +28.6% | -18.7% | -4.1% |
| 3Y | +342.1% | +200.5% | +141.7% | +178.1% |
| 5Y | +600.8% | +282.9% | +317.8% | +290.9% |
| All | +1,474.6% | +652.0% | +822.6% | +573.9% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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