+9.0%
HWM vs P
+24.7%
-15.7%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.4% | -3.8% | -0.8% |
| 7D | +11.1% | +17.8% | -6.7% | +9.0% |
| 30D | +3.0% | -29.9% | +32.8% | +6.1% |
| 3M | -20.7% | -1.2% | -19.6% | -21.4% |
| 6M | -17.2% | +32.1% | -49.3% | -21.1% |
| YTD | +9.1% | +64.3% | -55.2% | 0.0% |
| 1Y | +9.0% | +24.3% | -15.2% | +1.5% |
| All | +9.0% | +24.7% | -15.7% | +1.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling