+326.1%
HWM vs LEN
-18.1%
+344.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.1% | +5.6% | +2.9% |
| 7D | +3.4% | +2.1% | +1.3% | +3.0% |
| 30D | -7.5% | +16.6% | -24.1% | -9.9% |
| 3M | -28.9% | +5.3% | -34.2% | -29.6% |
| 6M | -19.6% | -0.8% | -18.8% | -19.8% |
| YTD | +0.6% | -11.7% | +12.3% | +1.8% |
| 1Y | +0.3% | -24.6% | +24.9% | +3.4% |
| 3Y | +326.1% | -18.7% | +344.8% | +320.8% |
| All | +326.1% | -18.1% | +344.2% | +320.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling