+342.1%
HWM vs BB
+147.9%
+194.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.4% | +1.4% | -0.8% |
| 7D | +7.3% | +1.8% | +5.5% | +7.1% |
| 30D | +1.6% | +8.1% | -6.6% | +0.8% |
| 3M | -21.9% | -1.0% | -20.9% | -22.0% |
| 6M | -19.0% | +45.9% | -64.9% | -23.4% |
| YTD | +7.9% | +134.8% | -126.9% | -3.8% |
| 1Y | +9.9% | +104.6% | -94.7% | -0.6% |
| 3Y | +342.1% | +152.8% | +189.3% | +275.5% |
| All | +342.1% | +147.9% | +194.2% | +275.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling