+577.9%
HWM vs IRM
+187.5%
+390.4%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.7% |
| 7D | +7.3% | +6.8% | +0.5% | +4.5% |
| 30D | +1.6% | +2.6% | -1.0% | +0.5% |
| 3M | -21.9% | -9.5% | -12.4% | -18.9% |
| 6M | -19.0% | -8.5% | -10.6% | -16.6% |
| YTD | +7.9% | +40.3% | -32.3% | -7.3% |
| 1Y | +9.9% | +28.7% | -18.7% | -2.4% |
| 3Y | +342.1% | +111.8% | +230.3% | +200.4% |
| All | +577.9% | +187.5% | +390.4% | +289.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling