+1,773.8%
HWM vs BHP
+422.6%
+1,351.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.1% | -0.3% |
| 7D | -2.1% | -2.9% | +0.8% | -0.6% |
| 30D | -11.0% | +3.4% | -14.4% | -12.8% |
| 3M | +4.0% | +4.1% | 0.0% | +0.9% |
| 6M | -0.2% | +20.6% | -20.8% | -10.8% |
| YTD | +26.7% | +56.1% | -29.4% | -1.8% |
| 1Y | +44.7% | +69.6% | -24.9% | +6.8% |
| 3Y | +426.1% | +78.8% | +347.3% | +260.6% |
| 5Y | +738.5% | +113.1% | +625.5% | +382.1% |
| All | +1,773.8% | +422.6% | +1,351.2% | +526.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling