+30.2%
HWM vs IRM
+29.2%
+1.1%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.7% |
| 7D | -8.0% | +3.0% | -11.1% | -9.0% |
| 30D | -18.0% | -5.2% | -12.8% | -16.5% |
| 3M | -9.5% | -8.0% | -1.5% | -7.1% |
| 6M | -8.4% | +9.2% | -17.5% | -12.6% |
| YTD | +13.6% | +41.0% | -27.4% | -0.3% |
| 1Y | +30.2% | +23.3% | +7.0% | +18.2% |
| All | +30.2% | +29.2% | +1.1% | +18.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling