+1,474.6%
HWM vs IJR
+151.4%
+1,323.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | +7.3% | +2.2% | +5.1% | +4.9% |
| 30D | +1.6% | +3.8% | -2.3% | -2.4% |
| 3M | -21.9% | -5.7% | -16.1% | -16.7% |
| 6M | -19.0% | +4.6% | -23.7% | -23.1% |
| YTD | +7.9% | +18.0% | -10.0% | -10.0% |
| 1Y | +9.9% | +21.8% | -11.9% | -11.6% |
| 3Y | +342.1% | +61.1% | +281.1% | +151.5% |
| 5Y | +600.8% | +27.3% | +573.4% | +421.7% |
| All | +1,474.6% | +151.4% | +1,323.2% | +427.8% |
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