+654.4%
HBM vs BWA
+772.3%
-118.0%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -1.9% | +7.6% | +7.0% |
| 7D | +7.4% | +4.3% | +3.1% | +4.1% |
| 30D | +5.1% | -2.9% | +8.0% | +7.0% |
| 3M | +11.1% | -12.4% | +23.5% | +22.1% |
| 6M | +30.2% | +28.6% | +1.7% | +11.3% |
| YTD | +46.2% | +48.2% | -2.0% | +10.5% |
| 1Y | +120.0% | +50.9% | +69.1% | +62.9% |
| 3Y | +527.4% | +72.2% | +455.3% | +307.7% |
| 5Y | +400.4% | +91.1% | +309.3% | +193.9% |
| 10Y | +621.5% | +144.0% | +477.5% | +242.5% |
| All | +654.4% | +772.3% | -118.0% | +73.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling