+655.5%
HWM vs HIG
+122.5%
+533.0%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | -2.0% | -8.7% | -9.5% |
| 7D | -9.2% | -1.1% | -8.1% | -8.4% |
| 30D | -17.9% | -4.9% | -13.0% | -15.1% |
| 3M | -6.0% | +6.8% | -12.8% | -10.3% |
| 6M | -7.4% | -1.7% | -5.7% | -6.9% |
| YTD | +13.1% | -0.2% | +13.3% | +12.3% |
| 1Y | +29.3% | +5.7% | +23.6% | +23.0% |
| 3Y | +389.9% | +100.3% | +289.6% | +184.5% |
| 5Y | +655.5% | +118.5% | +537.0% | +287.0% |
| All | +655.5% | +122.5% | +533.0% | +287.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling