+1,773.8%
HWM vs BAH
+187.3%
+1,586.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | -0.1% |
| 7D | -2.1% | -3.2% | +1.1% | -1.2% |
| 30D | -11.0% | +2.0% | -13.0% | -11.6% |
| 3M | +4.0% | -7.6% | +11.7% | +5.8% |
| 6M | -0.2% | -5.7% | +5.5% | 0.0% |
| YTD | +26.7% | -11.7% | +38.4% | +27.9% |
| 1Y | +44.7% | -27.4% | +72.1% | +55.2% |
| 3Y | +426.1% | -32.5% | +458.6% | +439.1% |
| 5Y | +738.5% | -3.3% | +741.8% | +607.8% |
| All | +1,773.8% | +187.3% | +1,586.5% | +1,203.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling