+655.5%
HWM vs BHP
+121.9%
+533.6%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | +1.7% | -12.4% | -11.2% |
| 7D | -9.2% | +1.3% | -10.4% | -9.6% |
| 30D | -17.9% | +4.0% | -21.8% | -19.1% |
| 3M | -6.0% | +12.3% | -18.3% | -9.9% |
| 6M | -7.4% | +30.8% | -38.2% | -15.8% |
| YTD | +13.1% | +58.8% | -45.7% | -3.6% |
| 1Y | +29.3% | +76.8% | -47.5% | +6.2% |
| 3Y | +389.9% | +87.5% | +302.5% | +282.2% |
| 5Y | +655.5% | +123.9% | +531.6% | +461.0% |
| All | +655.5% | +121.9% | +533.6% | +461.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling