+325.8%
HWM vs BAH
-26.3%
+352.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -4.4% | +6.9% | +2.6% |
| 7D | +3.3% | -3.5% | +6.9% | +3.4% |
| 30D | -7.6% | +24.3% | -31.9% | -8.6% |
| 3M | -28.9% | +16.3% | -45.3% | -29.5% |
| 6M | -19.7% | +13.6% | -33.3% | -20.2% |
| YTD | +0.5% | +3.5% | -3.0% | 0.0% |
| 1Y | +0.3% | +2.7% | -2.4% | -0.2% |
| 3Y | +325.8% | -26.6% | +352.4% | +321.9% |
| All | +325.8% | -26.3% | +352.1% | +321.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling