+1,547.2%
HWM vs BBY
+222.0%
+1,325.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.1% | -2.0% |
| 7D | -12.5% | +0.7% | -13.2% | -12.7% |
| 30D | -19.0% | +5.8% | -24.8% | -20.5% |
| 3M | -8.6% | +18.0% | -26.6% | -13.9% |
| 6M | -10.2% | +39.8% | -50.0% | -20.8% |
| YTD | +11.3% | +35.4% | -24.1% | -1.4% |
| 1Y | +24.3% | +21.4% | +2.9% | +13.7% |
| 3Y | +382.3% | +39.5% | +342.7% | +296.9% |
| 5Y | +640.6% | -0.5% | +641.1% | +565.6% |
| All | +1,547.2% | +222.0% | +1,325.1% | +1,028.5% |
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