+24.3%
HWM vs IJR
+21.3%
+2.9%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.3% |
| 7D | -12.5% | -2.3% | -10.2% | -10.8% |
| 30D | -19.0% | -4.7% | -14.3% | -15.8% |
| 3M | -8.6% | +2.1% | -10.7% | -10.4% |
| 6M | -10.2% | +13.9% | -24.0% | -19.4% |
| YTD | +11.3% | +18.2% | -6.9% | -3.1% |
| 1Y | +24.3% | +21.8% | +2.4% | +6.3% |
| All | +24.3% | +21.3% | +2.9% | +6.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling