+1,516.2%
HWM vs IT
+88.3%
+1,427.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.1% | +2.4% | +1.7% |
| 7D | -1.8% | -7.5% | +5.7% | +1.0% |
| 30D | -2.7% | -1.2% | -1.5% | -3.8% |
| 3M | -22.7% | -2.2% | -20.5% | -24.1% |
| 6M | -18.9% | +19.1% | -38.0% | -29.2% |
| YTD | +7.1% | -25.1% | +32.2% | +12.7% |
| 1Y | +4.7% | -17.4% | +22.0% | +4.2% |
| 3Y | +345.6% | -54.1% | +399.7% | +485.9% |
| 5Y | +588.3% | -42.7% | +630.9% | +657.1% |
| 10Y | +1,516.2% | +88.1% | +1,428.0% | +696.8% |
| All | +1,516.2% | +88.3% | +1,427.9% | +696.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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