+655.5%
HWM vs LNG
+218.5%
+437.1%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | -5.5% | -5.2% | -9.2% |
| 7D | -9.2% | -6.2% | -3.0% | -7.4% |
| 30D | -17.9% | +8.0% | -25.9% | -19.6% |
| 3M | -6.0% | +16.9% | -23.0% | -10.5% |
| 6M | -7.4% | +8.7% | -16.0% | -11.1% |
| YTD | +13.1% | +43.0% | -29.9% | -2.1% |
| 1Y | +29.3% | +19.4% | +9.9% | +19.4% |
| 3Y | +389.9% | +74.7% | +315.2% | +295.5% |
| 5Y | +655.5% | +222.4% | +433.1% | +386.5% |
| All | +655.5% | +218.5% | +437.1% | +386.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LNG.
Daily Out/Under-Performance
Portfolio return minus LNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNG 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 LNG 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