+9.0%
HWM vs WM
+21.7%
-12.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.0% | -0.1% |
| 7D | +11.1% | +1.2% | +10.0% | +11.4% |
| 30D | +3.0% | +15.2% | -12.3% | +5.1% |
| 3M | -20.7% | +8.3% | -29.1% | -19.8% |
| 6M | -17.2% | +13.1% | -30.3% | -16.1% |
| YTD | +9.1% | +12.5% | -3.5% | +8.3% |
| 1Y | +9.0% | +21.8% | -12.7% | +6.0% |
| All | +9.0% | +21.7% | -12.6% | +6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 1y: compounded portfolio wealth divided by compounded WM 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…
1y analysis · Full analysis span regression · 6 months rolling