+12.3%
HWM vs IRE
-98.1%
+110.4%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -14.4% | +13.3% | -0.4% |
| 7D | +7.3% | -31.8% | +39.1% | +8.8% |
| 30D | +1.6% | -71.8% | +73.3% | +5.1% |
| 3M | -21.9% | -88.9% | +67.0% | -17.1% |
| 6M | -19.0% | -95.4% | +76.3% | -13.5% |
| YTD | +7.9% | -94.2% | +102.2% | +9.0% |
| 1Y | +9.9% | -97.1% | +107.0% | +12.9% |
| All | +12.3% | -98.1% | +110.4% | +16.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling