+138.2%
IBM vs HWM
+522.0%
-383.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.4% | -3.3% | -1.2% |
| 7D | -5.0% | +3.3% | -8.3% | -5.6% |
| 30D | +11.1% | -7.6% | +18.7% | +12.2% |
| 3M | +5.7% | -28.9% | +34.6% | +11.2% |
| 6M | +10.1% | -19.7% | +29.8% | +12.8% |
| YTD | -15.6% | +0.5% | -16.1% | -18.2% |
| 1Y | -19.5% | +0.3% | -19.8% | -22.1% |
| 3Y | +80.4% | +325.8% | -245.4% | +22.0% |
| All | +138.2% | +522.0% | -383.7% | +43.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling