+1,388.5%
HWM vs BAX
-36.9%
+1,425.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.5% | +2.0% | +2.4% |
| 7D | +3.4% | +12.1% | -8.8% | +0.3% |
| 30D | -7.5% | +7.6% | -15.1% | -9.6% |
| 3M | -28.9% | -4.5% | -24.4% | -28.3% |
| 6M | -19.6% | +52.0% | -71.6% | -29.5% |
| YTD | +0.6% | +35.1% | -34.5% | -10.4% |
| 1Y | +0.3% | +43.7% | -43.4% | -12.6% |
| 3Y | +326.1% | -20.9% | +347.1% | +325.8% |
| 5Y | +525.2% | -63.5% | +588.7% | +756.8% |
| 10Y | +1,492.9% | -36.0% | +1,528.9% | +1,570.6% |
| All | +1,388.5% | -36.9% | +1,425.4% | +1,459.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling