+383.9%
HWM vs BAX
-35.4%
+419.3%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.6% | +2.3% | +0.9% |
| 7D | -11.4% | -7.9% | -3.6% | -10.6% |
| 30D | -18.5% | -11.7% | -6.8% | -17.4% |
| 3M | -13.2% | +16.2% | -29.4% | -14.9% |
| 6M | -8.7% | +32.0% | -40.6% | -12.1% |
| YTD | +12.2% | +24.7% | -12.6% | +7.5% |
| 1Y | +24.9% | -2.6% | +27.5% | +23.5% |
| 3Y | +383.9% | -35.0% | +418.9% | +357.9% |
| All | +383.9% | -35.4% | +419.3% | +357.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling