+1,443.5%
HWM vs IP
+28.6%
+1,414.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.5% | -5.8% | -5.1% |
| 7D | +9.4% | +3.4% | +6.0% | +7.4% |
| 30D | -7.0% | +11.2% | -18.2% | -12.2% |
| 3M | -25.9% | -14.8% | -11.1% | -20.1% |
| 6M | -10.8% | +17.3% | -28.1% | -20.1% |
| YTD | +4.3% | -6.2% | +10.5% | +3.3% |
| 1Y | +4.4% | +2.3% | +2.0% | -2.0% |
| 3Y | +348.8% | +17.7% | +331.1% | +247.2% |
| 5Y | +598.5% | -8.4% | +606.9% | +526.8% |
| 10Y | +1,551.7% | +32.1% | +1,519.6% | +855.5% |
| All | +1,443.5% | +28.6% | +1,414.8% | +797.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling