+441.1%
HWM vs LII
+5.3%
+435.8%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.2% | -1.6% | -0.9% |
| 7D | -2.1% | -0.7% | -1.4% | -1.8% |
| 30D | -11.0% | -12.6% | +1.6% | -7.0% |
| 3M | +4.0% | -24.4% | +28.5% | +12.6% |
| 6M | -0.2% | -28.7% | +28.5% | +9.6% |
| YTD | +26.7% | -19.1% | +45.8% | +33.2% |
| 1Y | +44.7% | -29.7% | +74.4% | +58.7% |
| All | +441.1% | +5.3% | +435.8% | +416.9% |
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