+1,773.8%
HWM vs IAG
+395.9%
+1,377.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | -0.3% |
| 7D | -2.1% | -0.5% | -1.6% | -2.1% |
| 30D | -11.0% | +28.9% | -39.9% | -13.5% |
| 3M | +4.0% | +19.1% | -15.1% | +1.7% |
| 6M | -0.2% | -10.3% | +10.0% | -0.1% |
| YTD | +26.7% | +24.2% | +2.5% | +22.4% |
| 1Y | +44.7% | +116.5% | -71.8% | +32.4% |
| 3Y | +426.1% | +742.8% | -316.7% | +316.5% |
| 5Y | +738.5% | +753.3% | -14.8% | +536.9% |
| All | +1,773.8% | +395.9% | +1,377.9% | +1,361.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling