-2.4%
HWM vs LUMN
-62.6%
+60.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -11.0% | +5.0% | -5.1% |
| 7D | -2.4% | -16.9% | +14.5% | -1.1% |
| 30D | -13.3% | -32.7% | +19.4% | -10.7% |
| 3M | -31.0% | -34.5% | +3.5% | -28.9% |
| 6M | -17.1% | -56.9% | +39.7% | -12.3% |
| YTD | -1.9% | -48.8% | +46.9% | -0.8% |
| 1Y | -2.4% | -63.4% | +60.9% | -1.2% |
| All | -2.4% | -62.6% | +60.2% | -1.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LUMN.
Daily Out/Under-Performance
Portfolio return minus LUMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUMN 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 1y: compounded portfolio wealth divided by compounded LUMN 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…
1y analysis · Full analysis span regression · 6 months rolling