+348.5%
HWM vs IR
+25.2%
+323.3%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.9% | +3.2% | +2.7% |
| 7D | +5.0% | +1.1% | +3.9% | +4.5% |
| 30D | +1.5% | +7.6% | -6.1% | -1.6% |
| 3M | -20.3% | +0.1% | -20.4% | -20.4% |
| 6M | -18.0% | +14.0% | -32.0% | -23.2% |
| YTD | +9.5% | +7.5% | +2.0% | +4.6% |
| 1Y | +7.5% | +10.1% | -2.7% | +1.4% |
| All | +348.5% | +25.2% | +323.3% | +290.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling