+741.5%
HWM vs IR
+45.6%
+695.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.7% | -1.1% |
| 7D | -2.1% | -2.8% | +0.7% | -0.7% |
| 30D | -11.0% | -15.1% | +4.1% | -3.2% |
| 3M | +4.0% | +6.1% | -2.0% | 0.0% |
| 6M | -0.2% | -16.8% | +16.6% | +8.7% |
| YTD | +26.7% | -3.5% | +30.2% | +26.6% |
| 1Y | +44.7% | -3.5% | +48.2% | +44.0% |
| 3Y | +426.1% | +9.5% | +416.6% | +360.9% |
| All | +741.5% | +45.6% | +695.8% | +500.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling