+1,523.0%
HWM vs IP
+26.3%
+1,496.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.8% | +1.6% | +2.0% |
| 7D | +3.3% | -5.1% | +8.4% | +6.0% |
| 30D | -7.6% | +8.5% | -16.1% | -11.6% |
| 3M | -28.9% | -13.8% | -15.1% | -23.8% |
| 6M | -19.7% | +5.7% | -25.4% | -23.9% |
| YTD | +0.5% | -9.1% | +9.7% | +1.3% |
| 1Y | +0.3% | -0.8% | +1.1% | -4.3% |
| 3Y | +325.8% | +14.8% | +311.0% | +233.5% |
| 5Y | +524.7% | -11.5% | +536.3% | +471.3% |
| All | +1,523.0% | +26.3% | +1,496.7% | +919.0% |
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