+1,167.1%
HWM vs IR
+288.5%
+878.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.7% | -1.2% |
| 7D | -2.1% | -2.8% | +0.7% | -0.5% |
| 30D | -11.0% | -15.1% | +4.1% | -2.2% |
| 3M | +4.0% | +6.1% | -2.0% | -0.4% |
| 6M | -0.2% | -16.8% | +16.6% | +9.7% |
| YTD | +26.7% | -3.5% | +30.2% | +26.7% |
| 1Y | +44.7% | -3.5% | +48.2% | +44.0% |
| 3Y | +426.1% | +9.5% | +416.6% | +364.3% |
| 5Y | +738.5% | +45.1% | +693.4% | +506.2% |
| All | +1,167.1% | +288.5% | +878.6% | +466.4% |
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