+1,497.0%
HWM vs IFF
-20.8%
+1,517.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -2.0% | -1.4% |
| 7D | +7.3% | -1.8% | +9.1% | +8.1% |
| 30D | +1.6% | -9.4% | +11.0% | +5.4% |
| 3M | -21.9% | -3.0% | -18.9% | -21.4% |
| 6M | -19.0% | +5.8% | -24.8% | -22.0% |
| YTD | +7.9% | +22.4% | -14.4% | -3.5% |
| 1Y | +9.9% | +23.0% | -13.1% | -2.2% |
| 3Y | +342.1% | +21.8% | +320.4% | +276.4% |
| 5Y | +600.8% | -39.2% | +640.0% | +725.8% |
| 10Y | +1,493.8% | -12.4% | +1,506.2% | +1,455.8% |
| All | +1,497.0% | -20.8% | +1,517.8% | +1,392.9% |
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