+1,559.5%
HWM vs IFF
-18.8%
+1,578.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.3% | +1.0% |
| 7D | -11.4% | -3.2% | -8.3% | -10.2% |
| 30D | -18.5% | -0.3% | -18.2% | -18.4% |
| 3M | -13.2% | +8.4% | -21.6% | -16.8% |
| 6M | -8.7% | +23.0% | -31.7% | -17.8% |
| YTD | +12.2% | +25.5% | -13.3% | -0.2% |
| 1Y | +24.9% | +29.1% | -4.2% | +9.2% |
| 3Y | +383.9% | +31.7% | +352.3% | +297.7% |
| 5Y | +646.1% | -35.2% | +681.4% | +751.3% |
| All | +1,559.5% | -18.8% | +1,578.2% | +1,443.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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