+30.2%
HWM vs BHP
+77.6%
-47.4%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.4% |
| 7D | -8.0% | +0.9% | -8.9% | -8.3% |
| 30D | -18.0% | +4.0% | -22.0% | -19.2% |
| 3M | -9.5% | +11.3% | -20.8% | -13.1% |
| 6M | -8.4% | +29.3% | -37.7% | -17.0% |
| YTD | +13.6% | +59.2% | -45.6% | -0.4% |
| 1Y | +30.2% | +80.8% | -50.6% | +13.0% |
| All | +30.2% | +77.6% | -47.4% | +13.0% |
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