+1,352.0%
HWM vs LII
+169.6%
+1,182.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.8% | -3.1% | -4.6% |
| 7D | -2.4% | +0.2% | -2.6% | -2.6% |
| 30D | -13.3% | -4.6% | -8.6% | -12.1% |
| 3M | -31.0% | -21.7% | -9.4% | -23.3% |
| 6M | -17.1% | -32.8% | +15.7% | -2.9% |
| YTD | -1.9% | -27.5% | +25.7% | +9.8% |
| 1Y | -2.4% | -28.0% | +25.6% | +9.3% |
| 3Y | +322.2% | -7.2% | +329.4% | +288.8% |
| 5Y | +509.8% | +22.6% | +487.2% | +359.8% |
| 10Y | +1,453.8% | +171.5% | +1,282.2% | +644.7% |
| All | +1,352.0% | +169.6% | +1,182.4% | +595.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling