+1,773.8%
HWM vs WM
+301.4%
+1,472.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.8% | +0.3% |
| 7D | -2.1% | -0.3% | -1.8% | -1.9% |
| 30D | -11.0% | -2.4% | -8.6% | -9.7% |
| 3M | +4.0% | +0.4% | +3.6% | +2.7% |
| 6M | -0.2% | -9.5% | +9.3% | +4.8% |
| YTD | +26.7% | +0.5% | +26.1% | +23.4% |
| 1Y | +44.7% | -1.1% | +45.8% | +41.7% |
| 3Y | +426.1% | +46.0% | +380.1% | +271.8% |
| 5Y | +738.5% | +51.8% | +686.7% | +457.8% |
| All | +1,773.8% | +301.4% | +1,472.4% | +459.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling