+1,516.2%
HWM vs BB
+28.9%
+1,487.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.2% | +1.4% |
| 7D | -1.8% | +11.6% | -13.4% | -3.1% |
| 30D | -2.7% | +2.6% | -5.3% | -3.3% |
| 3M | -22.7% | +3.5% | -26.2% | -23.6% |
| 6M | -18.9% | +43.5% | -62.4% | -24.2% |
| YTD | +7.1% | +141.2% | -134.1% | -7.0% |
| 1Y | +4.7% | +97.4% | -92.7% | -6.9% |
| 3Y | +345.6% | +151.1% | +194.5% | +270.0% |
| 5Y | +588.3% | -12.8% | +601.1% | +533.0% |
| 10Y | +1,516.2% | +27.5% | +1,488.7% | +1,037.5% |
| All | +1,516.2% | +28.9% | +1,487.2% | +1,037.5% |
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