+536.9%
HWM vs BB
-20.8%
+557.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.4% | -2.0% | +1.8% |
| 7D | +3.3% | +3.8% | -0.5% | +2.7% |
| 30D | -7.6% | -0.3% | -7.3% | -7.9% |
| 3M | -28.9% | -0.5% | -28.5% | -29.4% |
| 6M | -19.7% | +45.9% | -65.6% | -26.2% |
| YTD | +0.5% | +130.6% | -130.1% | -14.9% |
| 1Y | +0.3% | +89.2% | -88.9% | -12.5% |
| 3Y | +325.8% | +137.5% | +188.3% | +241.1% |
| All | +536.9% | -20.8% | +557.8% | +575.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling