+1,516.2%
HWM vs BAH
+210.6%
+1,305.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +1.1% |
| 7D | -1.8% | +0.5% | -2.2% | -2.0% |
| 30D | -2.7% | +18.2% | -20.9% | -7.4% |
| 3M | -22.7% | +13.1% | -35.8% | -25.8% |
| 6M | -18.9% | +15.2% | -34.1% | -23.3% |
| YTD | +7.1% | +6.0% | +1.1% | +2.1% |
| 1Y | +4.7% | +3.1% | +1.6% | +0.5% |
| 3Y | +345.6% | -26.2% | +371.8% | +351.6% |
| 5Y | +588.3% | +9.3% | +579.0% | +464.2% |
| 10Y | +1,516.2% | +212.3% | +1,303.9% | +833.7% |
| All | +1,516.2% | +210.6% | +1,305.5% | +833.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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