+1,495.5%
HWM vs LYFT
-82.5%
+1,577.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.0% | -1.3% | +0.3% |
| 7D | -11.4% | -8.4% | -3.1% | -9.9% |
| 30D | -18.5% | -7.6% | -10.9% | -17.2% |
| 3M | -13.2% | +11.7% | -24.9% | -15.7% |
| 6M | -8.7% | +15.1% | -23.8% | -12.3% |
| YTD | +12.2% | -20.9% | +33.1% | +15.8% |
| 1Y | +24.9% | -16.4% | +41.3% | +25.9% |
| 3Y | +383.9% | +35.2% | +348.7% | +295.8% |
| 5Y | +646.1% | -69.4% | +715.5% | +738.3% |
| All | +1,495.5% | -82.5% | +1,577.9% | +1,324.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LYFT.
Daily Out/Under-Performance
Portfolio return minus LYFT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYFT 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 10y: compounded portfolio wealth divided by compounded LYFT 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…
10y analysis · Full analysis span regression · 6 months rolling