+1,773.8%
HWM vs RF
+306.2%
+1,467.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.4% |
| 7D | -2.1% | +1.3% | -3.4% | -2.9% |
| 30D | -11.0% | -3.6% | -7.4% | -9.0% |
| 3M | +4.0% | +8.1% | -4.0% | -1.1% |
| 6M | -0.2% | +11.5% | -11.7% | -7.1% |
| YTD | +26.7% | +15.6% | +11.1% | +14.5% |
| 1Y | +44.7% | +15.7% | +29.0% | +30.1% |
| 3Y | +426.1% | +86.9% | +339.2% | +236.5% |
| 5Y | +738.5% | +89.8% | +648.7% | +404.1% |
| All | +1,773.8% | +306.2% | +1,467.6% | +583.3% |
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