+905.8%
HWM vs IR
+322.3%
+583.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.4% | +1.1% | +1.6% |
| 7D | +3.3% | +3.7% | -0.4% | +1.4% |
| 30D | -7.6% | +7.4% | -15.0% | -11.2% |
| 3M | -28.9% | -5.9% | -23.0% | -26.3% |
| 6M | -19.7% | +5.6% | -25.2% | -22.8% |
| YTD | +0.5% | +4.8% | -4.3% | -4.0% |
| 1Y | +0.3% | +6.9% | -6.7% | -5.6% |
| 3Y | +325.8% | +27.6% | +298.3% | +244.0% |
| 5Y | +524.7% | +45.8% | +478.9% | +354.0% |
| All | +905.8% | +322.3% | +583.6% | +329.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling