+315.7%
HWM vs LII
-6.9%
+322.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.8% | -3.1% | -5.0% |
| 7D | -2.4% | +0.2% | -2.6% | -2.5% |
| 30D | -13.3% | -4.6% | -8.6% | -12.5% |
| 3M | -31.0% | -21.7% | -9.4% | -25.8% |
| 6M | -17.1% | -32.8% | +15.7% | -7.5% |
| YTD | -1.9% | -27.5% | +25.7% | +6.3% |
| 1Y | -2.4% | -28.0% | +25.6% | +5.8% |
| All | +315.7% | -6.9% | +322.6% | +321.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 LII 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