+1,579.2%
HWM vs P
+748.5%
+830.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +6.3% | -1.2% | +3.5% |
| 7D | +1.6% | -9.6% | +11.2% | +4.0% |
| 30D | -3.9% | -33.4% | +29.5% | +5.1% |
| 3M | -23.2% | +14.2% | -37.4% | -27.5% |
| 6M | -20.0% | +31.6% | -51.6% | -28.5% |
| YTD | +5.7% | +53.5% | -47.8% | -10.5% |
| 1Y | +4.9% | +14.2% | -9.3% | -5.7% |
| 3Y | +347.0% | +190.5% | +156.5% | +182.7% |
| 5Y | +563.0% | +256.3% | +306.7% | +276.1% |
| 10Y | +1,579.2% | +707.9% | +871.3% | +626.4% |
| All | +1,579.2% | +748.5% | +830.6% | +626.4% |
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