+537.4%
HWM vs IBN
+68.5%
+468.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.2% | -1.7% | +0.6% |
| 7D | +3.4% | +15.1% | -11.7% | -3.2% |
| 30D | -7.5% | +21.6% | -29.2% | -15.8% |
| 3M | -28.9% | +11.2% | -40.1% | -32.5% |
| 6M | -19.6% | +27.8% | -47.4% | -28.6% |
| YTD | +0.6% | +14.7% | -14.1% | -6.5% |
| 1Y | +0.3% | +14.4% | -14.1% | -6.7% |
| 3Y | +326.1% | +52.1% | +274.0% | +229.9% |
| All | +537.4% | +68.5% | +468.9% | +346.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling