+1,490.9%
HWM vs LEN
+136.8%
+1,354.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.2% | +2.8% | +0.8% |
| 7D | +11.1% | -8.7% | +19.9% | +14.9% |
| 30D | +3.0% | +11.6% | -8.6% | -2.5% |
| 3M | -20.7% | -1.3% | -19.5% | -21.6% |
| 6M | -17.2% | -1.4% | -15.8% | -18.7% |
| YTD | +9.1% | -16.9% | +25.9% | +13.7% |
| 1Y | +9.0% | -31.2% | +40.2% | +22.1% |
| 3Y | +353.8% | -25.6% | +379.4% | +360.8% |
| 5Y | +608.0% | -13.3% | +621.3% | +542.7% |
| All | +1,490.9% | +136.8% | +1,354.1% | +692.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 10y: compounded portfolio wealth divided by compounded LEN 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…
10y analysis · Full analysis span regression · 6 months rolling