+536.9%
HWM vs LII
+19.9%
+517.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.0% | +4.4% | +3.1% |
| 7D | +3.3% | -0.6% | +3.9% | +3.5% |
| 30D | -7.6% | -4.6% | -3.0% | -6.7% |
| 3M | -28.9% | -21.2% | -7.7% | -23.1% |
| 6M | -19.7% | -36.4% | +16.8% | -7.2% |
| YTD | +0.5% | -28.9% | +29.5% | +10.7% |
| 1Y | +0.3% | -29.5% | +29.8% | +10.6% |
| 3Y | +325.8% | -8.6% | +334.4% | +306.0% |
| All | +536.9% | +19.9% | +517.0% | +394.8% |
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