+1,352.0%
HWM vs RF
+279.3%
+1,072.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.1% | -3.8% | -4.6% |
| 7D | -2.4% | -1.6% | -0.8% | -1.5% |
| 30D | -13.3% | +5.0% | -18.3% | -15.9% |
| 3M | -31.0% | -10.0% | -21.0% | -26.6% |
| 6M | -17.1% | +3.3% | -20.5% | -19.4% |
| YTD | -1.9% | +7.9% | -9.8% | -7.7% |
| 1Y | -2.4% | +21.2% | -23.7% | -14.8% |
| 3Y | +322.2% | +105.8% | +216.4% | +155.0% |
| 5Y | +509.8% | +43.7% | +466.1% | +342.5% |
| 10Y | +1,453.8% | +289.4% | +1,164.4% | +482.1% |
| All | +1,352.0% | +279.3% | +1,072.6% | +450.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling