+1,516.2%
HWM vs BHP
+330.6%
+1,185.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.1% | +3.4% | +2.4% |
| 7D | -1.8% | +3.8% | -5.6% | -3.6% |
| 30D | -2.7% | -6.5% | +3.8% | +0.6% |
| 3M | -22.7% | -8.5% | -14.2% | -19.7% |
| 6M | -18.9% | -2.2% | -16.8% | -19.4% |
| YTD | +7.1% | +40.0% | -32.9% | -12.7% |
| 1Y | +4.7% | +51.3% | -46.6% | -18.3% |
| 3Y | +345.6% | +56.5% | +289.0% | +226.7% |
| 5Y | +588.3% | +130.2% | +458.1% | +267.8% |
| 10Y | +1,516.2% | +336.5% | +1,179.7% | +460.9% |
| All | +1,516.2% | +330.6% | +1,185.5% | +460.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling