+536.9%
HWM vs WM
+59.1%
+477.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.1% | +4.5% | +3.0% |
| 7D | +3.3% | +1.2% | +2.1% | +2.9% |
| 30D | -7.6% | +13.1% | -20.7% | -11.4% |
| 3M | -28.9% | +3.6% | -32.5% | -29.9% |
| 6M | -19.7% | +8.1% | -27.7% | -22.4% |
| YTD | +0.5% | +8.9% | -8.4% | -3.9% |
| 1Y | +0.3% | +20.3% | -20.1% | -8.3% |
| 3Y | +325.8% | +46.2% | +279.7% | +248.5% |
| All | +536.9% | +59.1% | +477.8% | +386.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling