+4.4%
HWM vs LBRT
-25.0%
+29.4%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -11.2% | +6.9% | -4.0% |
| 7D | +9.4% | -25.3% | +34.7% | +10.0% |
| 30D | -7.0% | -32.9% | +25.9% | -6.4% |
| 3M | -25.9% | -33.3% | +7.5% | -25.4% |
| 6M | -10.8% | -61.0% | +50.1% | -10.0% |
| YTD | +4.3% | -28.0% | +32.3% | -4.3% |
| 1Y | +4.4% | -21.5% | +25.9% | -7.3% |
| All | +4.4% | -25.0% | +29.4% | -7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LBRT.
Daily Out/Under-Performance
Portfolio return minus LBRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LBRT 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 LBRT 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