+1,490.9%
HWM vs IAG
+384.2%
+1,106.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.1% | +4.7% | +0.1% |
| 7D | +11.1% | -2.1% | +13.2% | +11.3% |
| 30D | +3.0% | -6.2% | +9.1% | +3.4% |
| 3M | -20.7% | -5.1% | -15.6% | -20.6% |
| 6M | -17.2% | -10.0% | -7.2% | -17.0% |
| YTD | +9.1% | +3.9% | +5.1% | +7.0% |
| 1Y | +9.0% | +18.9% | -9.8% | +5.5% |
| 3Y | +353.8% | +651.8% | -297.9% | +261.1% |
| 5Y | +608.0% | +416.3% | +191.8% | +457.8% |
| All | +1,490.9% | +384.2% | +1,106.7% | +1,151.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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