+3.3%
HWM vs BEN
+70.3%
-67.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +6.3% | -1.3% | +2.9% |
| 7D | +1.6% | +12.2% | -10.6% | -2.1% |
| 30D | -3.9% | +12.1% | -16.0% | -7.3% |
| 3M | -23.2% | +7.3% | -30.5% | -25.1% |
| 6M | -20.0% | +17.9% | -37.9% | -23.9% |
| YTD | +5.7% | +55.4% | -49.7% | -8.4% |
| All | +3.3% | +70.3% | -67.0% | -11.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling