+1,463.9%
HWM vs IT
+121.3%
+1,342.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.5% | +4.6% | +4.9% |
| 7D | +1.6% | -18.8% | +20.4% | +8.7% |
| 30D | -3.9% | -0.1% | -3.9% | -5.4% |
| 3M | -23.2% | +2.9% | -26.2% | -26.0% |
| 6M | -20.0% | +20.4% | -40.4% | -30.3% |
| YTD | +5.7% | -24.3% | +30.0% | +10.7% |
| 1Y | +4.9% | -17.2% | +22.0% | +4.5% |
| 3Y | +347.0% | -52.4% | +399.4% | +474.7% |
| 5Y | +563.0% | -43.7% | +606.7% | +640.5% |
| 10Y | +1,579.2% | +90.3% | +1,488.9% | +776.9% |
| All | +1,463.9% | +121.3% | +1,342.6% | +755.2% |
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