+1,523.0%
HWM vs P
+713.7%
+809.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.5% | -1.1% | +1.6% |
| 7D | +3.3% | -23.8% | +27.1% | +9.8% |
| 30D | -7.6% | -36.6% | +29.0% | +2.3% |
| 3M | -28.9% | +10.9% | -39.8% | -32.4% |
| 6M | -19.7% | +30.0% | -49.7% | -28.1% |
| YTD | +0.5% | +44.4% | -43.8% | -13.6% |
| 1Y | +0.3% | +3.9% | -3.7% | -7.7% |
| 3Y | +325.8% | +176.6% | +149.3% | +172.3% |
| 5Y | +524.7% | +249.3% | +275.5% | +254.8% |
| All | +1,523.0% | +713.7% | +809.3% | +606.3% |
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