+1,463.9%
HWM vs HIG
+277.0%
+1,187.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.6% | +4.4% | +4.6% |
| 7D | +1.6% | -0.5% | +2.1% | +1.8% |
| 30D | -3.9% | +4.5% | -8.4% | -7.0% |
| 3M | -23.2% | -5.5% | -17.8% | -20.6% |
| 6M | -20.0% | +3.1% | -23.1% | -22.5% |
| YTD | +5.7% | -0.8% | +6.5% | +4.7% |
| 1Y | +4.9% | +6.1% | -1.2% | -1.0% |
| 3Y | +347.0% | +94.1% | +252.9% | +172.4% |
| 5Y | +563.0% | +106.4% | +456.6% | +284.6% |
| 10Y | +1,579.2% | +265.1% | +1,314.1% | +585.8% |
| All | +1,463.9% | +277.0% | +1,187.0% | +527.1% |
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 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