+390.3%
HWM vs IJR
+52.6%
+337.7%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.5% | +1.3% |
| 7D | -8.0% | -1.1% | -6.9% | -7.2% |
| 30D | -18.0% | -3.6% | -14.4% | -15.6% |
| 3M | -9.5% | +2.3% | -11.8% | -11.2% |
| 6M | -8.4% | +14.3% | -22.7% | -17.6% |
| YTD | +13.6% | +19.3% | -5.7% | -1.2% |
| 1Y | +30.2% | +22.6% | +7.6% | +10.7% |
| All | +390.3% | +52.6% | +337.7% | +255.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling