-51.7%
INTC vs HWM
-16.7%
-35.0%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +2.3% | +5.3% | +6.7% |
| 7D | +7.3% | +5.0% | +2.3% | +5.5% |
| 30D | -38.3% | +1.5% | -39.8% | -38.8% |
| 3M | -36.0% | -20.3% | -15.7% | -31.6% |
| 6M | -51.7% | -18.0% | -33.7% | -51.4% |
| All | -51.7% | -16.7% | -35.0% | -51.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling