+44.8%
HWM vs LBRT
+99.1%
-54.3%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.5% | -1.9% | -0.5% |
| 7D | -2.1% | +8.7% | -10.8% | -2.3% |
| 30D | -11.0% | +6.6% | -17.6% | -11.1% |
| 3M | +4.0% | -34.5% | +38.5% | +4.9% |
| 6M | -0.2% | -24.5% | +24.3% | -0.7% |
| YTD | +26.7% | +12.7% | +13.9% | +20.9% |
| All | +44.8% | +99.1% | -54.3% | +32.5% |
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