+4.4%
HWM vs IR
+11.7%
-7.3%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.4% | -3.8% | -4.1% |
| 7D | +9.4% | +11.6% | -2.2% | +4.2% |
| 30D | -7.0% | +7.2% | -14.1% | -9.8% |
| 3M | -25.9% | -5.9% | -20.0% | -24.3% |
| 6M | -10.8% | +11.5% | -22.3% | -16.0% |
| YTD | +4.3% | +6.3% | -2.0% | -0.3% |
| 1Y | +4.4% | +9.1% | -4.7% | -0.8% |
| All | +4.4% | +11.7% | -7.3% | -0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 1y: compounded portfolio wealth divided by compounded IR 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…
1y analysis · Full analysis span regression · 6 months rolling