+389.9%
HWM vs LEN
-25.9%
+415.8%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | -3.8% | -6.9% | -10.0% |
| 7D | -9.2% | -2.9% | -6.3% | -8.6% |
| 30D | -17.9% | -8.9% | -9.0% | -16.5% |
| 3M | -6.0% | -10.9% | +4.9% | -4.2% |
| 6M | -7.4% | -19.7% | +12.3% | -4.2% |
| YTD | +13.1% | -20.6% | +33.7% | +17.1% |
| 1Y | +29.3% | -42.4% | +71.7% | +40.1% |
| 3Y | +389.9% | -26.5% | +416.5% | +355.7% |
| All | +389.9% | -25.9% | +415.8% | +355.7% |
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