+536.9%
HWM vs IP
-12.0%
+549.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.8% | +1.6% | +2.2% |
| 7D | +3.3% | -5.1% | +8.4% | +5.0% |
| 30D | -7.6% | +8.5% | -16.1% | -10.1% |
| 3M | -28.9% | -13.8% | -15.1% | -25.7% |
| 6M | -19.7% | +5.7% | -25.4% | -22.3% |
| YTD | +0.5% | -9.1% | +9.7% | +1.5% |
| 1Y | +0.3% | -0.8% | +1.1% | -2.1% |
| 3Y | +325.8% | +14.8% | +311.0% | +269.8% |
| All | +536.9% | -12.0% | +549.0% | +556.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling