+29.3%
HWM vs BAX
+2.7%
+26.6%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | -3.8% | -6.9% | -10.5% |
| 7D | -9.2% | -2.4% | -6.7% | -9.0% |
| 30D | -17.9% | -9.7% | -8.1% | -17.4% |
| 3M | -6.0% | +29.3% | -35.3% | -7.9% |
| 6M | -7.4% | +40.7% | -48.0% | -10.3% |
| YTD | +13.1% | +30.3% | -17.2% | +7.3% |
| 1Y | +29.3% | +3.4% | +25.9% | +25.3% |
| All | +29.3% | +2.7% | +26.6% | +25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 1y: compounded portfolio wealth divided by compounded BAX 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…
1y analysis · Full analysis span regression · 6 months rolling