+342.1%
HWM vs BAH
-26.8%
+369.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.8% | -1.0% |
| 7D | +7.3% | +1.7% | +5.6% | +7.2% |
| 30D | +1.6% | +20.8% | -19.2% | +0.7% |
| 3M | -21.9% | +11.6% | -33.4% | -22.3% |
| 6M | -19.0% | +23.1% | -42.1% | -19.9% |
| YTD | +7.9% | +5.3% | +2.7% | +7.3% |
| 1Y | +9.9% | +6.1% | +3.8% | +9.2% |
| 3Y | +342.1% | -27.5% | +369.6% | +343.7% |
| All | +342.1% | -26.8% | +369.0% | +343.7% |
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 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