+645.2%
HWM vs IAG
+804.8%
-159.7%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.1% | -1.7% | +0.2% |
| 7D | -8.0% | +1.7% | -9.7% | -8.2% |
| 30D | -18.0% | +11.4% | -29.5% | -19.2% |
| 3M | -9.5% | +33.0% | -42.5% | -12.8% |
| 6M | -8.4% | -6.0% | -2.4% | -8.8% |
| YTD | +13.6% | +24.6% | -10.9% | +9.3% |
| 1Y | +30.2% | +105.0% | -74.7% | +18.3% |
| 3Y | +392.2% | +837.9% | -445.7% | +273.5% |
| 5Y | +645.2% | +817.0% | -171.8% | +416.0% |
| All | +645.2% | +804.8% | -159.7% | +416.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling