+1,474.6%
HWM vs IBN
+385.6%
+1,089.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.2% |
| 7D | +7.3% | +1.9% | +5.4% | +6.4% |
| 30D | +1.6% | +22.1% | -20.5% | -7.7% |
| 3M | -21.9% | +17.1% | -39.0% | -27.7% |
| 6M | -19.0% | +35.5% | -54.6% | -30.1% |
| YTD | +7.9% | +16.8% | -8.9% | -0.4% |
| 1Y | +9.9% | +12.4% | -2.5% | +3.3% |
| 3Y | +342.1% | +58.0% | +284.1% | +245.4% |
| 5Y | +600.8% | +73.7% | +527.1% | +417.6% |
| All | +1,474.6% | +385.6% | +1,089.0% | +599.8% |
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