-2.1%
BKNG vs HWM
-5.9%
+3.8%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.5% | -4.3% | -3.9% |
| 7D | -13.1% | -8.0% | -5.1% | -11.4% |
| 30D | -18.5% | -18.0% | -0.5% | -15.5% |
| 3M | +5.8% | -9.5% | +15.3% | +6.6% |
| 6M | -2.1% | -8.4% | +6.3% | -2.8% |
| All | -2.1% | -5.9% | +3.8% | -2.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling