+608.0%
HWM vs IR
+46.6%
+561.5%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.5% |
| 7D | +11.1% | +4.2% | +6.9% | +8.7% |
| 30D | +3.0% | +8.1% | -5.1% | -1.0% |
| 3M | -20.7% | +0.7% | -21.4% | -21.0% |
| 6M | -17.2% | +16.6% | -33.8% | -24.2% |
| YTD | +9.1% | +7.8% | +1.3% | +3.0% |
| 1Y | +9.0% | +9.9% | -0.9% | +1.7% |
| 3Y | +353.8% | +25.2% | +328.7% | +269.6% |
| 5Y | +608.0% | +46.8% | +561.3% | +393.5% |
| All | +608.0% | +46.6% | +561.5% | +393.5% |
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