+1,559.5%
HWM vs IJH
+184.7%
+1,374.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | 0.0% | -0.2% |
| 7D | -11.4% | -1.9% | -9.6% | -9.4% |
| 30D | -18.5% | -4.6% | -13.8% | -13.6% |
| 3M | -13.2% | -1.2% | -12.0% | -12.1% |
| 6M | -8.7% | +9.4% | -18.1% | -17.9% |
| YTD | +12.2% | +13.3% | -1.2% | -3.5% |
| 1Y | +24.9% | +13.4% | +11.5% | +7.3% |
| 3Y | +383.9% | +50.4% | +333.5% | +191.1% |
| 5Y | +646.1% | +49.0% | +597.2% | +351.1% |
| All | +1,559.5% | +184.7% | +1,374.7% | +350.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 IJH 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