+149.6%
IBM vs HWM
+1,473.3%
-1,323.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.5% | -3.4% | -1.4% |
| 7D | -5.0% | +3.4% | -8.3% | -5.9% |
| 30D | +11.1% | -7.5% | +18.6% | +12.7% |
| 3M | +5.7% | -28.9% | +34.6% | +13.7% |
| 6M | +10.1% | -19.6% | +29.7% | +14.2% |
| YTD | -15.6% | +0.6% | -16.2% | -18.1% |
| 1Y | -19.5% | +0.3% | -19.9% | -22.0% |
| 3Y | +80.4% | +326.1% | -245.7% | +15.8% |
| 5Y | +140.0% | +525.2% | -385.2% | +36.2% |
| All | +149.6% | +1,473.3% | -1,323.7% | +1.5% |
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