+1,773.8%
HWM vs HIG
+286.8%
+1,487.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | +0.3% |
| 7D | -2.1% | +0.3% | -2.4% | -2.2% |
| 30D | -11.0% | -3.2% | -7.8% | -9.0% |
| 3M | +4.0% | +9.1% | -5.1% | -2.5% |
| 6M | -0.2% | -1.8% | +1.6% | +0.2% |
| YTD | +26.7% | +1.8% | +24.9% | +23.7% |
| 1Y | +44.7% | +4.6% | +40.2% | +38.3% |
| 3Y | +426.1% | +101.6% | +324.5% | +213.0% |
| 5Y | +738.5% | +124.5% | +614.0% | +360.4% |
| All | +1,773.8% | +286.8% | +1,487.0% | +641.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling