+242.5%
INTC vs HWM
+1,494.1%
-1,251.6%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.5% | +5.0% | +4.7% |
| 7D | +7.1% | -2.1% | +9.2% | +7.6% |
| 30D | -5.2% | -11.0% | +5.8% | -1.8% |
| 3M | -14.3% | +4.0% | -18.3% | -15.6% |
| 6M | +110.2% | -0.2% | +110.4% | +109.5% |
| YTD | +159.6% | +26.7% | +133.0% | +140.0% |
| 1Y | +289.3% | +44.7% | +244.6% | +244.9% |
| 3Y | +166.1% | +426.1% | -260.0% | +57.6% |
| 5Y | +94.4% | +738.5% | -644.1% | +0.5% |
| All | +242.5% | +1,494.1% | -1,251.6% | +47.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling