+1,484.3%
HWM vs IP
+25.2%
+1,459.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -4.0% | -2.0% | -3.9% |
| 7D | -2.4% | -5.0% | +2.5% | 0.0% |
| 30D | -13.3% | +6.5% | -19.8% | -16.2% |
| 3M | -31.0% | -18.0% | -13.0% | -24.2% |
| 6M | -17.1% | +10.3% | -27.5% | -23.3% |
| YTD | -1.9% | -9.9% | +8.0% | -0.7% |
| 1Y | -2.4% | -1.1% | -1.4% | -6.8% |
| 3Y | +322.2% | +13.0% | +309.2% | +233.6% |
| 5Y | +509.8% | -12.3% | +522.1% | +460.0% |
| All | +1,484.3% | +25.2% | +1,459.0% | +898.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling