+1,773.8%
HWM vs P
+707.1%
+1,066.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.4% | -1.9% | -0.8% |
| 7D | -2.1% | +6.5% | -8.6% | -3.7% |
| 30D | -11.0% | +18.8% | -29.8% | -15.3% |
| 3M | +4.0% | +26.7% | -22.7% | -3.5% |
| 6M | -0.2% | +62.2% | -62.4% | -14.4% |
| YTD | +26.7% | +48.5% | -21.9% | +10.0% |
| 1Y | +44.7% | +26.4% | +18.3% | +28.4% |
| 3Y | +426.1% | +159.4% | +266.7% | +249.2% |
| 5Y | +738.5% | +275.8% | +462.7% | +374.3% |
| All | +1,773.8% | +707.1% | +1,066.8% | +691.6% |
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