+1,573.3%
HWM vs BB
+9.3%
+1,564.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | +2.2% | -12.9% | -11.0% |
| 7D | -9.2% | +0.5% | -9.7% | -9.3% |
| 30D | -17.9% | -12.4% | -5.5% | -16.6% |
| 3M | -6.0% | -15.3% | +9.2% | -5.0% |
| 6M | -7.4% | +128.8% | -136.1% | -18.6% |
| YTD | +13.1% | +107.7% | -94.6% | +0.5% |
| 1Y | +29.3% | +103.9% | -74.6% | +14.7% |
| 3Y | +389.9% | +72.6% | +317.3% | +327.5% |
| 5Y | +655.5% | -24.3% | +679.8% | +608.6% |
| All | +1,573.3% | +9.3% | +1,564.0% | +1,065.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 10y: compounded portfolio wealth divided by compounded BB 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…
10y analysis · Full analysis span regression · 6 months rolling