+509.8%
HWM vs RF
+42.4%
+467.4%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.1% | -3.8% | -4.9% |
| 7D | -2.4% | -1.6% | -0.8% | -1.7% |
| 30D | -13.3% | +5.0% | -18.3% | -15.2% |
| 3M | -31.0% | -10.0% | -21.0% | -27.6% |
| 6M | -17.1% | +3.3% | -20.5% | -18.9% |
| YTD | -1.9% | +7.9% | -9.8% | -6.4% |
| 1Y | -2.4% | +21.2% | -23.7% | -12.1% |
| 3Y | +322.2% | +105.8% | +216.4% | +189.6% |
| 5Y | +509.8% | +43.7% | +466.1% | +403.7% |
| All | +509.8% | +42.4% | +467.4% | +403.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling