+279.8%
INTC vs HWM
+1,330.2%
-1,050.4%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.2% | +1.5% |
| 7D | +18.0% | -8.0% | +26.0% | +20.5% |
| 30D | +8.9% | -18.0% | +26.9% | +15.2% |
| 3M | -1.6% | -9.5% | +7.9% | +0.9% |
| 6M | +133.1% | -8.4% | +141.5% | +137.4% |
| YTD | +187.9% | +13.6% | +174.3% | +173.9% |
| 1Y | +334.7% | +30.2% | +304.5% | +296.0% |
| 3Y | +184.2% | +392.2% | -208.0% | +71.2% |
| 5Y | +116.0% | +645.2% | -529.2% | +15.2% |
| All | +279.8% | +1,330.2% | -1,050.4% | +68.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded HWM 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling