+608.0%
HWM vs INCY
+86.9%
+521.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.3% |
| 7D | +11.1% | +3.1% | +8.0% | +10.6% |
| 30D | +3.0% | +12.0% | -9.1% | +0.9% |
| 3M | -20.7% | +0.8% | -21.5% | -20.9% |
| 6M | -17.2% | +22.8% | -40.0% | -20.7% |
| YTD | +9.1% | +23.2% | -14.2% | +4.1% |
| 1Y | +9.0% | +12.4% | -3.4% | +5.7% |
| 3Y | +353.8% | +132.1% | +221.8% | +266.7% |
| 5Y | +608.0% | +85.5% | +522.6% | +528.9% |
| All | +608.0% | +86.9% | +521.1% | +528.9% |
Cumulative growth
Daily Returns
Daily percentage return beside INCY.
Daily Out/Under-Performance
Portfolio return minus INCY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INCY 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 INCY 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