-10.8%
HWM vs IP
+12.9%
-23.7%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.5% | -5.8% | -4.7% |
| 7D | +9.4% | +3.4% | +6.0% | +8.2% |
| 30D | -7.0% | +11.2% | -18.2% | -9.7% |
| 3M | -25.9% | -14.8% | -11.1% | -22.8% |
| 6M | -10.8% | +17.3% | -28.1% | -19.9% |
| All | -10.8% | +12.9% | -23.7% | -19.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling