+4.4%
HWM vs IP
+2.3%
+2.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.5% | -5.8% | -4.7% |
| 7D | +9.4% | +3.4% | +6.0% | +8.3% |
| 30D | -7.0% | +11.2% | -18.2% | -9.6% |
| 3M | -25.9% | -14.8% | -11.1% | -22.9% |
| 6M | -10.8% | +17.3% | -28.1% | -16.4% |
| YTD | +4.3% | -6.2% | +10.5% | +4.6% |
| 1Y | +4.4% | +2.3% | +2.0% | +2.8% |
| All | +4.4% | +2.3% | +2.1% | +2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 1y: compounded portfolio wealth divided by compounded IP 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…
1y analysis · Full analysis span regression · 6 months rolling