+563.0%
HWM vs LII
+23.0%
+540.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.2% | +2.9% | +4.3% |
| 7D | +1.6% | -1.2% | +2.8% | +1.9% |
| 30D | -3.9% | -2.0% | -2.0% | -3.9% |
| 3M | -23.2% | -20.2% | -3.0% | -17.2% |
| 6M | -20.0% | -32.5% | +12.6% | -9.5% |
| YTD | +5.7% | -27.4% | +33.1% | +15.5% |
| 1Y | +4.9% | -28.2% | +33.0% | +14.9% |
| 3Y | +347.0% | -7.2% | +354.2% | +324.4% |
| 5Y | +563.0% | +19.9% | +543.1% | +416.4% |
| All | +563.0% | +23.0% | +540.0% | +416.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling