+203.4%
BKNG vs HWM
+1,301.3%
-1,097.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.0% | +2.5% | +1.3% |
| 7D | -10.7% | -12.5% | +1.8% | -6.0% |
| 30D | -18.1% | -19.0% | +0.9% | -11.6% |
| 3M | +8.5% | -8.6% | +17.1% | +11.3% |
| 6M | -0.1% | -10.2% | +10.1% | +2.6% |
| YTD | -18.2% | +11.3% | -29.6% | -23.5% |
| 1Y | -19.9% | +24.3% | -44.1% | -28.7% |
| 3Y | +41.6% | +382.3% | -340.6% | -30.5% |
| 5Y | +93.1% | +640.6% | -547.5% | -20.2% |
| All | +203.4% | +1,301.3% | -1,097.9% | -4.7% |
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 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