+1,773.8%
HWM vs IT
+116.0%
+1,657.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.6% | +4.2% | +1.3% |
| 7D | -2.1% | -6.0% | +3.9% | +0.1% |
| 30D | -11.0% | 0.0% | -11.0% | -11.6% |
| 3M | +4.0% | +13.1% | -9.0% | -4.2% |
| 6M | -0.2% | +11.7% | -11.9% | -9.6% |
| YTD | +26.7% | -26.1% | +52.8% | +36.5% |
| 1Y | +44.7% | -21.3% | +66.0% | +48.7% |
| 3Y | +426.1% | -46.7% | +472.8% | +535.2% |
| 5Y | +738.5% | -40.5% | +779.0% | +810.8% |
| All | +1,773.8% | +116.0% | +1,657.8% | +954.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling