+577.9%
HWM vs BG
+21.9%
+556.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.7% | -2.7% | -1.3% |
| 7D | +7.3% | +2.6% | +4.7% | +6.9% |
| 30D | +1.6% | -6.7% | +8.2% | +2.7% |
| 3M | -21.9% | -9.3% | -12.6% | -20.9% |
| 6M | -19.0% | -18.3% | -0.7% | -16.7% |
| YTD | +7.9% | +16.2% | -8.2% | +2.5% |
| 1Y | +9.9% | +7.6% | +2.3% | +6.1% |
| 3Y | +342.1% | +6.6% | +335.6% | +323.0% |
| All | +577.9% | +21.9% | +556.0% | +473.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling