+389.9%
HWM vs IEF
+9.9%
+380.1%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | -0.1% | -10.6% | -10.7% |
| 7D | -9.2% | +0.1% | -9.2% | -9.2% |
| 30D | -17.9% | -0.7% | -17.1% | -17.8% |
| 3M | -6.0% | -0.4% | -5.6% | -6.0% |
| 6M | -7.4% | -2.5% | -4.9% | -7.5% |
| YTD | +13.1% | -1.6% | +14.7% | +13.1% |
| 1Y | +29.3% | -1.3% | +30.6% | +29.5% |
| 3Y | +389.9% | +10.1% | +379.8% | +372.3% |
| All | +389.9% | +9.9% | +380.1% | +372.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 IEF 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