+1,523.0%
HWM vs RF
+279.4%
+1,243.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.8% | +2.7% |
| 7D | +3.3% | -0.9% | +4.2% | +3.9% |
| 30D | -7.6% | +6.0% | -13.6% | -10.9% |
| 3M | -28.9% | -8.9% | -20.0% | -24.9% |
| 6M | -19.7% | +2.3% | -22.0% | -21.5% |
| YTD | +0.5% | +7.6% | -7.0% | -5.3% |
| 1Y | +0.3% | +21.2% | -20.9% | -12.4% |
| 3Y | +325.8% | +108.5% | +217.3% | +154.9% |
| 5Y | +524.7% | +43.2% | +481.5% | +354.1% |
| All | +1,523.0% | +279.4% | +1,243.6% | +534.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling