+44.7%
HWM vs BHP
+65.8%
-21.1%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.0% | +0.3% |
| 7D | -2.1% | -5.0% | +2.9% | -0.6% |
| 30D | -11.0% | +1.2% | -12.2% | -11.5% |
| 3M | +4.0% | +1.8% | +2.2% | +2.6% |
| 6M | -0.2% | +18.0% | -18.2% | -7.6% |
| YTD | +26.7% | +52.7% | -26.1% | +12.3% |
| 1Y | +44.7% | +66.0% | -21.3% | +26.1% |
| All | +44.7% | +65.8% | -21.1% | +26.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BHP.
Daily Out/Under-Performance
Portfolio return minus BHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BHP 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 BHP 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