+3.3%
HWM vs LEN
-22.9%
+26.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +3.2% | +1.9% | +4.6% |
| 7D | +1.6% | +0.6% | +1.0% | +1.5% |
| 30D | -3.9% | +19.4% | -23.4% | -7.0% |
| 3M | -23.2% | +4.5% | -27.8% | -23.4% |
| 6M | -20.0% | +4.9% | -24.9% | -20.5% |
| YTD | +5.7% | -8.9% | +14.6% | +8.0% |
| All | +3.3% | -22.9% | +26.2% | +7.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling