+577.9%
HWM vs IFF
-39.2%
+617.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -2.0% | -1.3% |
| 7D | +7.3% | -1.8% | +9.1% | +7.8% |
| 30D | +1.6% | -9.4% | +11.0% | +4.0% |
| 3M | -21.9% | -3.0% | -18.9% | -21.5% |
| 6M | -19.0% | +5.8% | -24.8% | -21.0% |
| YTD | +7.9% | +22.4% | -14.4% | +0.3% |
| 1Y | +9.9% | +23.0% | -13.1% | +1.9% |
| 3Y | +342.1% | +21.8% | +320.4% | +294.8% |
| All | +577.9% | -39.2% | +617.0% | +712.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling