+1,573.3%
HWM vs IJH
+188.3%
+1,385.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | -0.6% | -10.1% | -9.9% |
| 7D | -9.2% | +1.0% | -10.2% | -10.2% |
| 30D | -17.9% | -3.1% | -14.7% | -14.6% |
| 3M | -6.0% | +1.9% | -8.0% | -8.2% |
| 6M | -7.4% | +11.0% | -18.4% | -18.2% |
| YTD | +13.1% | +14.7% | -1.6% | -4.1% |
| 1Y | +29.3% | +15.6% | +13.7% | +8.5% |
| 3Y | +389.9% | +52.5% | +337.4% | +189.8% |
| 5Y | +655.5% | +49.1% | +606.5% | +357.1% |
| All | +1,573.3% | +188.3% | +1,385.1% | +347.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling