+655.5%
HWM vs INDA
+7.2%
+648.4%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | -1.6% | -9.1% | -9.4% |
| 7D | -9.2% | -1.0% | -8.2% | -8.3% |
| 30D | -17.9% | -2.5% | -15.3% | -16.1% |
| 3M | -6.0% | +4.0% | -10.0% | -9.0% |
| 6M | -7.4% | -1.8% | -5.6% | -6.1% |
| YTD | +13.1% | -9.2% | +22.3% | +21.8% |
| 1Y | +29.3% | -7.2% | +36.5% | +36.3% |
| 3Y | +389.9% | +9.8% | +380.1% | +335.5% |
| 5Y | +655.5% | +7.5% | +648.0% | +566.4% |
| All | +655.5% | +7.2% | +648.4% | +566.4% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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