+1,443.5%
HWM vs WM
+339.0%
+1,104.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.6% | -5.9% | -5.3% |
| 7D | +9.4% | +5.9% | +3.5% | +5.6% |
| 30D | -7.0% | +15.4% | -22.4% | -15.5% |
| 3M | -25.9% | +6.3% | -32.2% | -29.2% |
| 6M | -10.8% | +5.6% | -16.4% | -15.4% |
| YTD | +4.3% | +9.9% | -5.6% | -4.6% |
| 1Y | +4.4% | +20.8% | -16.4% | -10.9% |
| 3Y | +348.8% | +48.5% | +300.3% | +216.5% |
| 5Y | +598.5% | +60.6% | +537.9% | +351.1% |
| 10Y | +1,551.7% | +349.8% | +1,201.9% | +355.8% |
| All | +1,443.5% | +339.0% | +1,104.4% | +332.5% |
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 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