+563.0%
HWM vs BHP
+127.1%
+436.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +3.7% | +1.4% | +3.9% |
| 7D | +1.6% | +3.5% | -1.9% | +0.4% |
| 30D | -3.9% | -4.5% | +0.5% | -2.5% |
| 3M | -23.2% | -6.4% | -16.9% | -21.9% |
| 6M | -20.0% | -0.1% | -19.9% | -20.7% |
| YTD | +5.7% | +43.0% | -37.3% | -7.2% |
| 1Y | +4.9% | +56.5% | -51.7% | -10.7% |
| 3Y | +347.0% | +62.0% | +284.9% | +263.8% |
| 5Y | +563.0% | +130.4% | +432.6% | +356.9% |
| All | +563.0% | +127.1% | +436.0% | +356.9% |
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 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