+1,559.5%
HWM vs BG
+164.8%
+1,394.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.7% | +2.5% | +1.4% |
| 7D | -11.4% | +3.1% | -14.6% | -12.6% |
| 30D | -18.5% | +10.2% | -28.7% | -21.6% |
| 3M | -13.2% | -1.7% | -11.5% | -13.3% |
| 6M | -8.7% | +1.0% | -9.7% | -10.5% |
| YTD | +12.2% | +39.9% | -27.8% | -3.4% |
| 1Y | +24.9% | +53.2% | -28.3% | +2.8% |
| 3Y | +383.9% | +16.3% | +367.7% | +334.5% |
| 5Y | +646.1% | +83.9% | +562.3% | +413.9% |
| All | +1,559.5% | +164.8% | +1,394.7% | +811.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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