+25.0%
INTC vs HWM
+565.4%
-540.4%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +5.1% | +0.4% | +3.2% |
| 7D | -1.0% | +1.6% | -2.6% | -1.5% |
| 30D | -43.3% | -3.9% | -39.4% | -42.2% |
| 3M | -41.6% | -23.2% | -18.4% | -34.9% |
| 6M | -52.5% | -20.0% | -32.5% | -48.1% |
| YTD | +60.9% | +5.7% | +55.2% | +53.0% |
| 1Y | +55.7% | +4.9% | +50.8% | +48.3% |
| 3Y | +59.2% | +347.0% | -287.8% | -28.1% |
| 5Y | +25.0% | +563.0% | -538.0% | -56.0% |
| All | +25.0% | +565.4% | -540.4% | -56.0% |
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