+577.9%
HWM vs P
+279.3%
+298.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.9% | -0.7% |
| 7D | +7.3% | +11.6% | -4.3% | +5.1% |
| 30D | +1.6% | -23.7% | +25.3% | +6.1% |
| 3M | -21.9% | -8.0% | -13.9% | -21.8% |
| 6M | -19.0% | +27.9% | -47.0% | -25.0% |
| YTD | +7.9% | +61.2% | -53.2% | -5.8% |
| 1Y | +9.9% | +28.6% | -18.7% | -0.9% |
| 3Y | +342.1% | +200.5% | +141.7% | +206.4% |
| All | +577.9% | +279.3% | +298.6% | +320.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling