+1,773.8%
HWM vs IBN
+324.1%
+1,449.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.3% | -0.1% |
| 7D | -2.1% | +1.4% | -3.5% | -2.8% |
| 30D | -11.0% | -0.3% | -10.7% | -11.0% |
| 3M | +4.0% | +17.1% | -13.1% | -3.4% |
| 6M | -0.2% | +3.4% | -3.6% | -2.0% |
| YTD | +26.7% | +2.5% | +24.1% | +24.5% |
| 1Y | +44.7% | -4.2% | +48.9% | +46.1% |
| 3Y | +426.1% | +32.4% | +393.7% | +348.8% |
| 5Y | +738.5% | +59.2% | +679.3% | +546.7% |
| All | +1,773.8% | +324.1% | +1,449.7% | +834.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling