+622.3%
HWM vs LUMN
-37.8%
+660.2%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.9% | -1.2% | +0.6% |
| 7D | -11.4% | +2.5% | -14.0% | -11.6% |
| 30D | -18.5% | +10.3% | -28.8% | -19.3% |
| 3M | -13.2% | -18.3% | +5.1% | -11.8% |
| 6M | -8.7% | +4.4% | -13.0% | -10.1% |
| YTD | +12.2% | -10.7% | +22.8% | +11.2% |
| 1Y | +24.9% | +14.0% | +10.9% | +19.8% |
| 3Y | +383.9% | +406.6% | -22.6% | +261.1% |
| All | +622.3% | -37.8% | +660.2% | +736.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling