+741.5%
HWM vs BAX
-65.4%
+806.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -0.6% |
| 7D | -2.1% | -1.1% | -1.0% | -2.0% |
| 30D | -11.0% | -5.5% | -5.5% | -10.3% |
| 3M | +4.0% | +33.5% | -29.5% | -0.9% |
| 6M | -0.2% | +35.9% | -36.1% | -5.5% |
| YTD | +26.7% | +35.4% | -8.7% | +18.8% |
| 1Y | +44.7% | +9.8% | +35.0% | +40.2% |
| 3Y | +426.1% | -32.7% | +458.8% | +440.3% |
| All | +741.5% | -65.4% | +806.8% | +905.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling