+1,497.0%
HWM vs LNG
+755.9%
+741.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -0.9% |
| 7D | +7.3% | +11.3% | -4.0% | +2.5% |
| 30D | +1.6% | +10.6% | -9.1% | -3.2% |
| 3M | -21.9% | +16.1% | -38.0% | -27.3% |
| 6M | -19.0% | +29.6% | -48.6% | -28.8% |
| YTD | +7.9% | +60.3% | -52.4% | -16.3% |
| 1Y | +9.9% | +46.1% | -36.2% | -10.9% |
| 3Y | +342.1% | +85.9% | +256.2% | +213.9% |
| 5Y | +600.8% | +210.8% | +389.9% | +260.6% |
| 10Y | +1,493.8% | +808.8% | +685.0% | +368.7% |
| All | +1,497.0% | +755.9% | +741.1% | +375.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling