-12.8%
BKNG vs HWM
+48.6%
-61.3%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.5% | -0.9% |
| 7D | -6.0% | -2.1% | -3.9% | -5.9% |
| 30D | -6.6% | -11.0% | +4.4% | -6.3% |
| 3M | +15.7% | +4.0% | +11.7% | +14.9% |
| 6M | +14.1% | -0.2% | +14.4% | +12.0% |
| YTD | -9.3% | +26.7% | -36.0% | -9.6% |
| 1Y | -12.8% | +44.7% | -57.5% | -11.8% |
| All | -12.8% | +48.6% | -61.3% | -11.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling