+1,516.4%
HWM vs LYFT
-82.9%
+1,599.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -8.3% | +8.7% | +2.2% |
| 7D | -8.0% | -14.1% | +6.1% | -5.1% |
| 30D | -18.0% | -13.7% | -4.3% | -15.6% |
| 3M | -9.5% | +7.4% | -16.9% | -11.3% |
| 6M | -8.4% | +8.3% | -16.7% | -10.9% |
| YTD | +13.6% | -23.1% | +36.7% | +18.0% |
| 1Y | +30.2% | -19.0% | +49.2% | +32.1% |
| 3Y | +392.2% | +37.7% | +354.5% | +300.1% |
| 5Y | +645.2% | -70.5% | +715.7% | +745.5% |
| All | +1,516.4% | -82.9% | +1,599.3% | +1,351.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling