+1,547.2%
HWM vs IJR
+175.1%
+1,372.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.1% |
| 7D | -12.5% | -2.3% | -10.2% | -10.2% |
| 30D | -19.0% | -4.7% | -14.3% | -14.7% |
| 3M | -8.6% | +2.1% | -10.7% | -10.8% |
| 6M | -10.2% | +13.9% | -24.0% | -22.0% |
| YTD | +11.3% | +18.2% | -6.9% | -7.4% |
| 1Y | +24.3% | +21.8% | +2.4% | -0.3% |
| 3Y | +382.3% | +52.2% | +330.1% | +192.8% |
| 5Y | +640.6% | +40.1% | +600.5% | +391.3% |
| All | +1,547.2% | +175.1% | +1,372.1% | +401.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 IJR 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