+1,773.8%
HWM vs IFF
-16.1%
+1,789.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.3% | -0.4% |
| 7D | -2.1% | -1.8% | -0.3% | -1.3% |
| 30D | -11.0% | -2.0% | -9.0% | -10.4% |
| 3M | +4.0% | +18.5% | -14.5% | -3.9% |
| 6M | -0.2% | +11.7% | -11.9% | -6.4% |
| YTD | +26.7% | +29.6% | -2.9% | +11.1% |
| 1Y | +44.7% | +35.0% | +9.8% | +24.0% |
| 3Y | +426.1% | +32.3% | +393.8% | +332.3% |
| 5Y | +738.5% | -34.6% | +773.1% | +856.2% |
| All | +1,773.8% | -16.1% | +1,789.9% | +1,619.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling