+4.4%
HWM vs IRE
-97.6%
+101.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -23.2% | +19.0% | -3.5% |
| 7D | +9.4% | -46.8% | +56.2% | +11.4% |
| 30D | -7.0% | -75.5% | +68.5% | -3.3% |
| 3M | -25.9% | -79.4% | +53.6% | -23.0% |
| 6M | -10.8% | -91.3% | +80.5% | -7.4% |
| YTD | +4.3% | -90.8% | +95.1% | +4.0% |
| 1Y | +4.4% | -97.7% | +102.1% | +6.4% |
| All | +4.4% | -97.6% | +101.9% | +6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 1y: compounded portfolio wealth divided by compounded IRE 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…
1y analysis · Full analysis span regression · 6 months rolling