+1,132.3%
HWM vs INVH
+75.4%
+1,056.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.8% |
| 7D | -11.4% | -3.0% | -8.4% | -9.8% |
| 30D | -18.5% | -7.5% | -10.9% | -14.8% |
| 3M | -13.2% | -5.5% | -7.7% | -10.8% |
| 6M | -8.7% | +11.7% | -20.4% | -15.1% |
| YTD | +12.2% | +1.3% | +10.8% | +9.9% |
| 1Y | +24.9% | -6.1% | +31.0% | +27.6% |
| 3Y | +383.9% | -9.8% | +393.7% | +394.9% |
| 5Y | +646.1% | -19.7% | +665.8% | +706.3% |
| All | +1,132.3% | +75.4% | +1,056.9% | +658.8% |
Cumulative growth
Daily Returns
Daily percentage return beside INVH.
Daily Out/Under-Performance
Portfolio return minus INVH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INVH 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 10y: compounded portfolio wealth divided by compounded INVH 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…
10y analysis · Full analysis span regression · 6 months rolling