+957.5%
HWM vs IR
+342.0%
+615.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +4.7% | +0.4% | +2.3% |
| 7D | +1.6% | +5.0% | -3.4% | -1.1% |
| 30D | -3.9% | +10.3% | -14.3% | -9.0% |
| 3M | -23.2% | -0.1% | -23.2% | -23.1% |
| 6M | -20.0% | +14.8% | -34.7% | -26.7% |
| YTD | +5.7% | +9.7% | -4.0% | -1.7% |
| 1Y | +4.9% | +12.2% | -7.3% | -4.0% |
| 3Y | +347.0% | +30.0% | +317.0% | +257.6% |
| 5Y | +563.0% | +46.8% | +516.2% | +380.8% |
| All | +957.5% | +342.0% | +615.5% | +339.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling