+1,463.9%
HWM vs LEN
+158.4%
+1,305.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +3.2% | +1.9% | +3.8% |
| 7D | +1.6% | +0.6% | +1.0% | +0.9% |
| 30D | -3.9% | +19.4% | -23.4% | -11.2% |
| 3M | -23.2% | +4.5% | -27.8% | -25.6% |
| 6M | -20.0% | +4.9% | -24.9% | -23.1% |
| YTD | +5.7% | -8.9% | +14.6% | +6.6% |
| 1Y | +4.9% | -23.0% | +27.8% | +12.6% |
| 3Y | +347.0% | -16.7% | +363.7% | +334.5% |
| 5Y | +563.0% | -4.5% | +567.5% | +480.4% |
| 10Y | +1,579.2% | +162.2% | +1,417.0% | +678.0% |
| All | +1,463.9% | +158.4% | +1,305.5% | +625.9% |
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 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