+1,547.2%
HWM vs IQV
+257.7%
+1,289.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.1% | -2.1% |
| 7D | -12.5% | -5.3% | -7.2% | -10.4% |
| 30D | -19.0% | +5.5% | -24.5% | -20.8% |
| 3M | -8.6% | +41.2% | -49.8% | -22.2% |
| 6M | -10.2% | +50.5% | -60.7% | -26.4% |
| YTD | +11.3% | +14.1% | -2.8% | +1.6% |
| 1Y | +24.3% | +39.9% | -15.7% | +2.2% |
| 3Y | +382.3% | +20.5% | +361.8% | +304.2% |
| 5Y | +640.6% | -1.2% | +641.9% | +570.1% |
| All | +1,547.2% | +257.7% | +1,289.5% | +653.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IQV.
Daily Out/Under-Performance
Portfolio return minus IQV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IQV 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 IQV 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