+1,520.0%
HWM vs IAG
+337.5%
+1,182.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.4% | +4.7% | +2.5% |
| 7D | +5.0% | +3.4% | +1.5% | +4.6% |
| 30D | +1.5% | -2.7% | +4.2% | +1.6% |
| 3M | -20.3% | -0.5% | -19.8% | -20.6% |
| 6M | -18.0% | -4.8% | -13.2% | -18.3% |
| YTD | +9.5% | +9.6% | -0.1% | +6.9% |
| 1Y | +7.5% | +32.2% | -24.7% | +3.0% |
| 3Y | +355.7% | +692.5% | -336.9% | +263.1% |
| 5Y | +610.2% | +447.6% | +162.6% | +460.0% |
| 10Y | +1,516.8% | +403.3% | +1,113.4% | +1,180.8% |
| All | +1,520.0% | +337.5% | +1,182.5% | +1,176.6% |
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