+95.6%
HBM vs BWA
+55.6%
+40.0%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.5% | -1.9% | -1.4% |
| 7D | -3.3% | -1.3% | -2.0% | -2.6% |
| 30D | -4.8% | -2.9% | -1.9% | -3.2% |
| 3M | -0.4% | -10.7% | +10.3% | +6.2% |
| 6M | +17.9% | +26.5% | -8.6% | +8.3% |
| YTD | +33.7% | +49.1% | -15.4% | +15.8% |
| 1Y | +95.6% | +52.1% | +43.5% | +70.7% |
| All | +95.6% | +55.6% | +40.0% | +70.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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