+342.1%
HWM vs IR
+25.2%
+316.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.9% |
| 7D | +7.3% | +2.5% | +4.8% | +6.1% |
| 30D | +1.6% | +9.2% | -7.6% | -2.2% |
| 3M | -21.9% | +0.9% | -22.8% | -22.2% |
| 6M | -19.0% | +19.2% | -38.3% | -25.6% |
| YTD | +7.9% | +7.5% | +0.5% | +3.1% |
| 1Y | +9.9% | +11.7% | -1.8% | +3.1% |
| 3Y | +342.1% | +23.9% | +318.2% | +284.5% |
| All | +342.1% | +25.2% | +316.9% | +284.5% |
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 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