+29.3%
HWM vs IT
-29.8%
+59.1%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | -7.4% | -3.3% | -11.2% |
| 7D | -9.2% | -9.1% | 0.0% | -9.8% |
| 30D | -17.9% | -7.0% | -10.9% | -18.2% |
| 3M | -6.0% | +7.6% | -13.7% | -4.6% |
| 6M | -7.4% | +2.1% | -9.5% | -5.6% |
| YTD | +13.1% | -31.6% | +44.7% | +16.3% |
| 1Y | +29.3% | -29.9% | +59.2% | +32.6% |
| All | +29.3% | -29.8% | +59.1% | +32.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling