+1,773.8%
HWM vs IJR
+182.7%
+1,591.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.8% | -0.9% |
| 7D | -2.1% | -0.2% | -1.9% | -1.9% |
| 30D | -11.0% | -2.4% | -8.6% | -8.7% |
| 3M | +4.0% | +3.9% | +0.1% | -0.5% |
| 6M | -0.2% | +12.4% | -12.6% | -12.2% |
| YTD | +26.7% | +21.5% | +5.2% | +2.2% |
| 1Y | +44.7% | +24.0% | +20.7% | +13.8% |
| 3Y | +426.1% | +49.7% | +376.4% | +226.1% |
| 5Y | +738.5% | +39.7% | +698.8% | +460.1% |
| All | +1,773.8% | +182.7% | +1,591.1% | +453.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling