+39.8%
BKNG vs HWM
+379.8%
-340.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.0% | +2.5% | +1.0% |
| 7D | -10.7% | -12.5% | +1.8% | -7.7% |
| 30D | -18.1% | -19.0% | +0.9% | -13.9% |
| 3M | +8.5% | -8.6% | +17.1% | +10.2% |
| 6M | -0.1% | -10.2% | +10.1% | +1.5% |
| YTD | -18.2% | +11.3% | -29.6% | -22.2% |
| 1Y | -19.9% | +24.3% | -44.1% | -26.6% |
| All | +39.8% | +379.8% | -340.0% | -18.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling