+1,573.3%
HWM vs IRM
+494.6%
+1,078.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | -0.7% | -10.0% | -10.4% |
| 7D | -9.2% | +1.6% | -10.8% | -9.8% |
| 30D | -17.9% | -4.2% | -13.7% | -16.2% |
| 3M | -6.0% | -5.4% | -0.7% | -3.9% |
| 6M | -7.4% | +12.0% | -19.4% | -13.3% |
| YTD | +13.1% | +42.0% | -28.9% | -5.7% |
| 1Y | +29.3% | +29.9% | -0.6% | +11.6% |
| 3Y | +389.9% | +104.4% | +285.6% | +222.9% |
| 5Y | +655.5% | +191.0% | +464.5% | +301.8% |
| All | +1,573.3% | +494.6% | +1,078.7% | +480.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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