+1,484.2%
HWM vs IAG
+348.4%
+1,135.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -6.7% | +8.0% | +2.0% |
| 7D | -1.8% | +16.8% | -18.6% | -3.4% |
| 30D | -2.7% | -1.5% | -1.2% | -2.7% |
| 3M | -22.7% | +0.5% | -23.2% | -23.1% |
| 6M | -18.9% | -1.0% | -18.0% | -19.5% |
| YTD | +7.1% | +12.3% | -5.2% | +4.3% |
| 1Y | +4.7% | +39.2% | -34.6% | -0.1% |
| 3Y | +345.6% | +712.3% | -366.7% | +254.3% |
| 5Y | +588.3% | +484.2% | +104.0% | +439.6% |
| 10Y | +1,516.2% | +382.3% | +1,133.9% | +1,173.9% |
| All | +1,484.2% | +348.4% | +1,135.8% | +1,145.5% |
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