+1,773.8%
HWM vs BBY
+230.0%
+1,543.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.2% | -3.6% | -1.5% |
| 7D | -2.1% | +9.5% | -11.6% | -4.9% |
| 30D | -11.0% | +6.8% | -17.8% | -13.1% |
| 3M | +4.0% | +28.9% | -24.8% | -4.8% |
| 6M | -0.2% | +37.8% | -38.0% | -11.6% |
| YTD | +26.7% | +38.7% | -12.1% | +11.2% |
| 1Y | +44.7% | +23.7% | +21.0% | +31.6% |
| 3Y | +426.1% | +39.1% | +387.0% | +334.1% |
| 5Y | +738.5% | -0.4% | +738.9% | +654.8% |
| All | +1,773.8% | +230.0% | +1,543.8% | +1,173.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling