+2.1%
HWM vs IRE
-98.0%
+100.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -33.9% | +28.0% | -4.6% |
| 7D | -2.4% | -57.1% | +54.7% | +0.2% |
| 30D | -13.3% | -84.4% | +71.2% | -8.2% |
| 3M | -31.0% | -85.0% | +53.9% | -27.5% |
| 6M | -17.1% | -95.2% | +78.1% | -11.6% |
| YTD | -1.9% | -93.9% | +92.1% | -0.7% |
| 1Y | -2.4% | -98.8% | +96.4% | +4.3% |
| All | +2.1% | -98.0% | +100.1% | +5.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling