+1,773.8%
HWM vs IP
+34.4%
+1,739.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.2% | -2.7% | -1.6% |
| 7D | -2.1% | -5.3% | +3.2% | +0.6% |
| 30D | -11.0% | -10.9% | -0.1% | -5.8% |
| 3M | +4.0% | +11.2% | -7.1% | -3.3% |
| 6M | -0.2% | -10.2% | +10.0% | +2.8% |
| YTD | +26.7% | -2.0% | +28.6% | +23.3% |
| 1Y | +44.7% | -19.1% | +63.8% | +54.4% |
| 3Y | +426.1% | +20.9% | +405.2% | +303.6% |
| 5Y | +738.5% | -17.8% | +756.3% | +722.4% |
| All | +1,773.8% | +34.4% | +1,739.4% | +971.3% |
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