+389.9%
HWM vs IVZ
+140.4%
+249.6%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | -2.2% | -8.5% | -9.9% |
| 7D | -9.2% | +1.1% | -10.3% | -9.4% |
| 30D | -17.9% | +3.1% | -21.0% | -18.7% |
| 3M | -6.0% | +18.2% | -24.2% | -11.5% |
| 6M | -7.4% | +38.6% | -46.0% | -17.7% |
| YTD | +13.1% | +25.9% | -12.8% | +3.2% |
| 1Y | +29.3% | +51.7% | -22.4% | +9.9% |
| 3Y | +389.9% | +138.7% | +251.3% | +235.0% |
| All | +389.9% | +140.4% | +249.6% | +235.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 3y: compounded portfolio wealth divided by compounded IVZ 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…
3y analysis · Full analysis span regression · 6 months rolling