+0.3%
HWM vs P
-0.9%
+1.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.5% | -1.1% | +2.0% |
| 7D | +3.3% | -23.8% | +27.1% | +6.0% |
| 30D | -7.6% | -36.6% | +29.0% | -3.6% |
| 3M | -28.9% | +10.9% | -39.8% | -30.3% |
| 6M | -19.7% | +30.0% | -49.7% | -23.4% |
| YTD | +0.5% | +44.4% | -43.8% | -6.4% |
| 1Y | +0.3% | +3.9% | -3.7% | -5.1% |
| All | +0.3% | -0.9% | +1.1% | -5.1% |
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