+1,352.0%
HWM vs P
+657.8%
+694.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -16.4% | +10.5% | -1.9% |
| 7D | -2.4% | -31.9% | +29.4% | +6.6% |
| 30D | -13.3% | -36.5% | +23.3% | -4.1% |
| 3M | -31.0% | +11.6% | -42.6% | -34.5% |
| 6M | -17.1% | +25.2% | -42.3% | -25.1% |
| YTD | -1.9% | +39.4% | -41.3% | -14.9% |
| 1Y | -2.4% | -3.7% | +1.3% | -8.4% |
| 3Y | +322.2% | +167.3% | +154.9% | +172.3% |
| 5Y | +509.8% | +237.3% | +272.5% | +249.5% |
| 10Y | +1,453.8% | +698.6% | +755.2% | +544.4% |
| All | +1,352.0% | +657.8% | +694.1% | +511.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling