+645.2%
HWM vs IJR
+39.8%
+605.3%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.5% | +1.4% |
| 7D | -8.0% | -1.1% | -6.9% | -7.1% |
| 30D | -18.0% | -3.6% | -14.4% | -15.3% |
| 3M | -9.5% | +2.3% | -11.8% | -11.4% |
| 6M | -8.4% | +14.3% | -22.7% | -18.7% |
| YTD | +13.6% | +19.3% | -5.7% | -3.0% |
| 1Y | +30.2% | +22.6% | +7.6% | +8.2% |
| 3Y | +392.2% | +53.5% | +338.7% | +226.4% |
| 5Y | +645.2% | +39.9% | +605.3% | +450.4% |
| All | +645.2% | +39.8% | +605.3% | +450.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling