+1,773.8%
HWM vs LEN
+134.3%
+1,639.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.6% | -0.1% |
| 7D | -2.1% | -3.2% | +1.1% | -0.8% |
| 30D | -11.0% | -4.9% | -6.1% | -9.5% |
| 3M | +4.0% | -8.5% | +12.5% | +6.9% |
| 6M | -0.2% | -20.7% | +20.4% | +8.2% |
| YTD | +26.7% | -17.4% | +44.1% | +34.4% |
| 1Y | +44.7% | -38.2% | +83.0% | +71.1% |
| 3Y | +426.1% | -24.9% | +451.0% | +438.0% |
| 5Y | +738.5% | -11.4% | +750.0% | +662.2% |
| All | +1,773.8% | +134.3% | +1,639.5% | +815.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling