+1,559.5%
HWM vs LUMN
-53.9%
+1,613.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.9% | -1.2% | +0.5% |
| 7D | -11.4% | +2.5% | -14.0% | -11.7% |
| 30D | -18.5% | +10.3% | -28.8% | -19.8% |
| 3M | -13.2% | -18.3% | +5.1% | -11.1% |
| 6M | -8.7% | +4.4% | -13.0% | -10.9% |
| YTD | +12.2% | -10.7% | +22.8% | +10.6% |
| 1Y | +24.9% | +14.0% | +10.9% | +16.7% |
| 3Y | +383.9% | +406.6% | -22.6% | +177.8% |
| 5Y | +646.1% | -36.8% | +683.0% | +653.8% |
| All | +1,559.5% | -53.9% | +1,613.4% | +1,427.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling