+537.4%
HWM vs RF
+42.5%
+494.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.4% | +2.9% | +2.7% |
| 7D | +3.4% | -0.9% | +4.3% | +3.8% |
| 30D | -7.5% | +6.0% | -13.6% | -10.1% |
| 3M | -28.9% | -8.9% | -20.0% | -25.8% |
| 6M | -19.6% | +2.3% | -22.0% | -20.9% |
| YTD | +0.6% | +7.6% | -7.0% | -3.9% |
| 1Y | +0.3% | +21.2% | -20.8% | -9.7% |
| 3Y | +326.1% | +108.5% | +217.6% | +190.3% |
| All | +537.4% | +42.5% | +494.9% | +432.5% |
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