+30.2%
HWM vs HIG
+6.8%
+23.4%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.3% |
| 7D | -8.0% | -0.5% | -7.6% | -7.8% |
| 30D | -18.0% | -2.8% | -15.2% | -17.3% |
| 3M | -9.5% | +6.3% | -15.8% | -11.3% |
| 6M | -8.4% | -0.1% | -8.3% | -8.3% |
| YTD | +13.6% | +0.4% | +13.2% | +13.9% |
| 1Y | +30.2% | +6.2% | +24.0% | +29.7% |
| All | +30.2% | +6.8% | +23.4% | +29.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling