+1,497.0%
HWM vs BG
+119.9%
+1,377.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.7% | -2.7% | -1.6% |
| 7D | +7.3% | +2.6% | +4.7% | +6.4% |
| 30D | +1.6% | -6.7% | +8.2% | +3.7% |
| 3M | -21.9% | -9.3% | -12.6% | -20.0% |
| 6M | -19.0% | -18.3% | -0.7% | -14.4% |
| YTD | +7.9% | +16.2% | -8.2% | -1.2% |
| 1Y | +9.9% | +7.6% | +2.3% | +3.5% |
| 3Y | +342.1% | +6.6% | +335.6% | +303.4% |
| 5Y | +600.8% | +22.2% | +578.6% | +475.9% |
| 10Y | +1,493.8% | +112.0% | +1,381.8% | +816.8% |
| All | +1,497.0% | +119.9% | +1,377.2% | +832.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling