+111.7%
INTC vs HWM
+655.8%
-544.0%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | -10.7% | +19.7% | +13.7% |
| 7D | +17.4% | -9.2% | +26.6% | +21.5% |
| 30D | +2.8% | -17.9% | +20.6% | +11.1% |
| 3M | -5.3% | -6.0% | +0.8% | -3.8% |
| 6M | +140.6% | -7.4% | +148.0% | +144.7% |
| YTD | +183.1% | +13.1% | +170.0% | +161.9% |
| 1Y | +326.8% | +29.3% | +297.5% | +270.1% |
| 3Y | +179.4% | +389.9% | -210.5% | +23.5% |
| 5Y | +111.7% | +655.5% | -543.8% | -27.0% |
| All | +111.7% | +655.8% | -544.0% | -27.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling