+741.5%
HWM vs BB
-30.6%
+772.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -2.1% | -5.6% | +3.5% | -1.3% |
| 30D | -11.0% | -11.8% | +0.8% | -9.6% |
| 3M | +4.0% | -25.5% | +29.6% | +7.2% |
| 6M | -0.2% | +121.3% | -121.5% | -14.4% |
| YTD | +26.7% | +103.2% | -76.5% | +10.0% |
| 1Y | +44.7% | +102.6% | -57.9% | +25.0% |
| 3Y | +426.1% | +37.5% | +388.6% | +369.0% |
| All | +741.5% | -30.6% | +772.0% | +722.6% |
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