+4.7%
HWM vs IRE
-98.1%
+102.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -15.8% | +17.1% | +1.9% |
| 7D | -1.8% | -41.9% | +40.1% | -0.3% |
| 30D | -2.7% | -75.1% | +72.4% | +0.9% |
| 3M | -22.7% | -82.4% | +59.7% | -19.5% |
| 6M | -18.9% | -95.5% | +76.6% | -13.2% |
| YTD | +7.1% | -93.1% | +100.1% | +6.7% |
| 1Y | +4.7% | -97.8% | +102.5% | +7.4% |
| All | +4.7% | -98.1% | +102.8% | +7.4% |
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