+1,573.3%
HWM vs IBN
+313.4%
+1,260.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | -2.5% | -8.2% | -9.5% |
| 7D | -9.2% | -2.2% | -7.0% | -8.1% |
| 30D | -17.9% | -2.3% | -15.6% | -17.0% |
| 3M | -6.0% | +15.9% | -21.9% | -12.2% |
| 6M | -7.4% | +5.6% | -12.9% | -9.7% |
| YTD | +13.1% | -0.1% | +13.2% | +12.7% |
| 1Y | +29.3% | -6.5% | +35.8% | +32.2% |
| 3Y | +389.9% | +29.3% | +360.6% | +323.1% |
| 5Y | +655.5% | +56.6% | +599.0% | +487.8% |
| All | +1,573.3% | +313.4% | +1,260.0% | +745.0% |
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