-3.9%
HWM vs BEN
+10.7%
-14.6%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1mo.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +6.3% | -1.3% | +0.9% |
| 7D | +1.6% | +12.2% | -10.6% | -5.5% |
| 30D | -3.9% | +12.1% | -16.0% | -10.6% |
| All | -3.9% | +10.7% | -14.6% | -10.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 1mo: compounded portfolio wealth divided by compounded BEN 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…
1mo analysis · Full analysis span regression · Available span rolling