+1,142.6%
HWM vs INVH
+79.7%
+1,062.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | -0.6% | -10.1% | -10.4% |
| 7D | -9.2% | -3.1% | -6.0% | -7.5% |
| 30D | -17.9% | -7.1% | -10.8% | -14.4% |
| 3M | -6.0% | -3.0% | -3.1% | -5.0% |
| 6M | -7.4% | +10.1% | -17.4% | -13.1% |
| YTD | +13.1% | +3.8% | +9.3% | +9.2% |
| 1Y | +29.3% | -2.1% | +31.4% | +28.8% |
| 3Y | +389.9% | -7.0% | +396.9% | +392.2% |
| 5Y | +655.5% | -20.6% | +676.1% | +725.1% |
| All | +1,142.6% | +79.7% | +1,062.9% | +654.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling