+1,388.5%
HWM vs IT
+120.2%
+1,268.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -4.0% | +6.5% | +4.0% |
| 7D | +3.4% | -16.9% | +20.3% | +9.7% |
| 30D | -7.5% | +2.3% | -9.9% | -9.8% |
| 3M | -28.9% | +2.9% | -31.7% | -31.4% |
| 6M | -19.6% | +25.9% | -45.5% | -31.3% |
| YTD | +0.6% | -24.6% | +25.3% | +5.6% |
| 1Y | +0.3% | -16.0% | +16.4% | -0.8% |
| 3Y | +326.1% | -51.6% | +377.7% | +441.6% |
| 5Y | +525.2% | -42.6% | +567.8% | +588.9% |
| 10Y | +1,492.9% | +103.6% | +1,389.3% | +750.9% |
| All | +1,388.5% | +120.2% | +1,268.3% | +715.3% |
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