+4.4%
HWM vs RF
+25.4%
-21.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.5% | -5.8% | -4.7% |
| 7D | +9.4% | +2.3% | +7.2% | +8.7% |
| 30D | -7.0% | +7.2% | -14.2% | -8.8% |
| 3M | -25.9% | -8.2% | -17.6% | -24.0% |
| 6M | -10.8% | +7.0% | -17.9% | -12.8% |
| YTD | +4.3% | +10.3% | -6.0% | -2.2% |
| 1Y | +4.4% | +25.1% | -20.7% | -5.0% |
| All | +4.4% | +25.4% | -21.0% | -5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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