+645.2%
HWM vs BG
+84.9%
+560.3%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.5% |
| 7D | -8.0% | +0.5% | -8.6% | -8.2% |
| 30D | -18.0% | +10.3% | -28.3% | -19.7% |
| 3M | -9.5% | -1.9% | -7.6% | -9.5% |
| 6M | -8.4% | +5.2% | -13.6% | -10.1% |
| YTD | +13.6% | +41.2% | -27.5% | +4.5% |
| 1Y | +30.2% | +50.5% | -20.3% | +17.4% |
| 3Y | +392.2% | +19.9% | +372.3% | +367.8% |
| 5Y | +645.2% | +86.7% | +558.5% | +462.4% |
| All | +645.2% | +84.9% | +560.3% | +462.4% |
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