+1,520.0%
HWM vs INDA
+97.9%
+1,422.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.3% | +2.5% | +2.5% |
| 7D | +5.0% | +3.1% | +1.8% | +2.6% |
| 30D | +1.5% | +11.3% | -9.8% | -6.5% |
| 3M | -20.3% | +3.0% | -23.3% | -22.1% |
| 6M | -18.0% | +6.5% | -24.6% | -22.0% |
| YTD | +9.5% | -4.6% | +14.0% | +13.0% |
| 1Y | +7.5% | -5.8% | +13.2% | +12.0% |
| 3Y | +355.7% | +16.8% | +338.9% | +298.8% |
| 5Y | +610.2% | +10.4% | +599.8% | +549.1% |
| 10Y | +1,516.8% | +116.8% | +1,399.9% | +907.0% |
| All | +1,520.0% | +97.9% | +1,422.2% | +870.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling