+149.9%
IBM vs HWM
+1,636.6%
-1,486.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.1% | -4.6% | -0.7% |
| 7D | -2.5% | +1.6% | -4.1% | -3.0% |
| 30D | +8.4% | -3.9% | +12.3% | +8.9% |
| 3M | +4.5% | -23.2% | +27.7% | +10.4% |
| 6M | +7.9% | -20.0% | +27.9% | +12.1% |
| YTD | -15.2% | +5.7% | -20.9% | -18.7% |
| 1Y | -17.6% | +4.9% | -22.4% | -20.9% |
| 3Y | +82.1% | +347.0% | -264.9% | +15.6% |
| 5Y | +143.3% | +563.0% | -419.7% | +36.2% |
| 10Y | +149.9% | +1,579.2% | -1,429.2% | +0.1% |
| All | +149.9% | +1,636.6% | -1,486.7% | +0.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 HWM 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