+1,579.2%
HWM vs IBN
+368.7%
+1,210.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.7% | +3.4% | +4.3% |
| 7D | +1.6% | +14.6% | -13.0% | -4.8% |
| 30D | -3.9% | +23.5% | -27.5% | -13.2% |
| 3M | -23.2% | +14.0% | -37.2% | -28.0% |
| 6M | -20.0% | +31.1% | -51.1% | -29.7% |
| YTD | +5.7% | +16.6% | -10.9% | -2.3% |
| 1Y | +4.9% | +14.9% | -10.0% | -2.5% |
| 3Y | +347.0% | +56.9% | +290.1% | +250.9% |
| 5Y | +563.0% | +69.7% | +493.3% | +396.0% |
| 10Y | +1,579.2% | +365.4% | +1,213.8% | +660.0% |
| All | +1,579.2% | +368.7% | +1,210.5% | +660.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 10y: compounded portfolio wealth divided by compounded IBN 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…
10y analysis · Full analysis span regression · 6 months rolling