+326.1%
HWM vs IAG
+621.5%
-295.4%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +7.2% | -4.7% | +1.7% |
| 7D | +3.4% | +21.4% | -18.0% | +1.0% |
| 30D | -7.5% | +4.0% | -11.6% | -8.1% |
| 3M | -28.9% | +17.0% | -45.9% | -30.6% |
| 6M | -19.6% | +1.4% | -21.0% | -20.6% |
| YTD | +0.6% | +13.8% | -13.2% | -2.5% |
| 1Y | +0.3% | +55.8% | -55.5% | -5.9% |
| 3Y | +326.1% | +647.4% | -321.3% | +260.1% |
| All | +326.1% | +621.5% | -295.4% | +260.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling