+1,463.9%
HWM vs BAX
-35.4%
+1,499.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.4% | +2.7% | +4.4% |
| 7D | +1.6% | +9.0% | -7.4% | -0.7% |
| 30D | -3.9% | +8.5% | -12.4% | -6.3% |
| 3M | -23.2% | -4.1% | -19.1% | -22.6% |
| 6M | -20.0% | +46.9% | -66.9% | -29.1% |
| YTD | +5.7% | +38.4% | -32.7% | -6.4% |
| 1Y | +4.9% | +47.0% | -42.1% | -9.2% |
| 3Y | +347.0% | -14.9% | +361.9% | +335.1% |
| 5Y | +563.0% | -62.5% | +625.5% | +801.3% |
| 10Y | +1,579.2% | -33.9% | +1,613.1% | +1,645.4% |
| All | +1,463.9% | -35.4% | +1,499.3% | +1,528.9% |
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 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