+563.0%
HWM vs P
+256.2%
+306.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +6.3% | -1.2% | +3.9% |
| 7D | +1.6% | -9.6% | +11.2% | +3.4% |
| 30D | -3.9% | -33.4% | +29.5% | +2.8% |
| 3M | -23.2% | +14.2% | -37.4% | -26.4% |
| 6M | -20.0% | +31.6% | -51.6% | -26.5% |
| YTD | +5.7% | +53.5% | -47.8% | -6.9% |
| 1Y | +4.9% | +14.2% | -9.3% | -3.2% |
| 3Y | +347.0% | +190.5% | +156.5% | +211.2% |
| 5Y | +563.0% | +256.3% | +306.7% | +318.4% |
| All | +563.0% | +256.2% | +306.8% | +318.4% |
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 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