+4.7%
HWM vs IRE
-97.2%
+101.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +39.6% | -37.1% | +0.9% |
| 7D | +3.4% | -27.2% | +30.6% | +3.9% |
| 30D | -7.5% | -75.1% | +67.6% | -4.1% |
| 3M | -28.9% | -77.9% | +49.0% | -26.6% |
| 6M | -19.6% | -94.6% | +75.0% | -14.5% |
| YTD | +0.6% | -91.5% | +92.1% | +0.2% |
| 1Y | +0.3% | -97.8% | +98.2% | +4.4% |
| All | +4.7% | -97.2% | +101.9% | +6.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling