+441.1%
HWM vs WM
+46.1%
+395.0%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.8% | -0.2% |
| 7D | -2.1% | -0.3% | -1.8% | -2.0% |
| 30D | -11.0% | -2.4% | -8.6% | -10.6% |
| 3M | +4.0% | +0.4% | +3.6% | +3.4% |
| 6M | -0.2% | -9.5% | +9.3% | +2.0% |
| YTD | +26.7% | +0.5% | +26.1% | +24.9% |
| 1Y | +44.7% | -1.1% | +45.8% | +43.6% |
| All | +441.1% | +46.1% | +395.0% | +374.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling