+326.1%
HWM vs IBN
+51.2%
+274.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.2% | -1.7% | +1.2% |
| 7D | +3.4% | +15.1% | -11.7% | -1.3% |
| 30D | -7.5% | +21.6% | -29.2% | -13.5% |
| 3M | -28.9% | +11.2% | -40.1% | -31.3% |
| 6M | -19.6% | +27.8% | -47.4% | -26.0% |
| YTD | +0.6% | +14.7% | -14.1% | -4.9% |
| 1Y | +0.3% | +14.4% | -14.1% | -5.1% |
| 3Y | +326.1% | +52.1% | +274.0% | +275.9% |
| All | +326.1% | +51.2% | +274.9% | +275.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling