+1,581.2%
HWM vs HIG
+281.7%
+1,299.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | 0.0% |
| 7D | -8.0% | -0.5% | -7.6% | -7.6% |
| 30D | -18.0% | -2.8% | -15.2% | -16.3% |
| 3M | -9.5% | +6.3% | -15.8% | -13.6% |
| 6M | -8.4% | -0.1% | -8.3% | -9.0% |
| YTD | +13.6% | +0.4% | +13.2% | +12.2% |
| 1Y | +30.2% | +6.2% | +24.0% | +23.3% |
| 3Y | +392.2% | +101.6% | +290.6% | +193.1% |
| 5Y | +645.2% | +119.8% | +525.3% | +315.6% |
| All | +1,581.2% | +281.7% | +1,299.5% | +572.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 10y: compounded portfolio wealth divided by compounded HIG 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…
10y analysis · Full analysis span regression · 6 months rolling