+1,474.6%
HWM vs BBY
+288.1%
+1,186.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.7% | -1.2% |
| 7D | +7.3% | +4.5% | +2.8% | +5.8% |
| 30D | +1.6% | +16.8% | -15.2% | -3.8% |
| 3M | -21.9% | +23.2% | -45.1% | -27.6% |
| 6M | -19.0% | +91.9% | -111.0% | -35.9% |
| YTD | +7.9% | +61.6% | -53.7% | -10.4% |
| 1Y | +9.9% | +43.9% | -33.9% | -5.2% |
| 3Y | +342.1% | +88.6% | +253.5% | +225.1% |
| 5Y | +600.8% | -3.1% | +603.9% | +544.0% |
| All | +1,474.6% | +288.1% | +1,186.5% | +926.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 BBY 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