+1,520.0%
HWM vs BHP
+374.3%
+1,145.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.2% | +1.1% | +1.7% |
| 7D | +5.0% | +2.4% | +2.6% | +3.8% |
| 30D | +1.5% | -5.4% | +6.9% | +4.3% |
| 3M | -20.3% | -6.9% | -13.5% | -18.0% |
| 6M | -18.0% | -4.3% | -13.7% | -17.5% |
| YTD | +9.5% | +41.6% | -32.1% | -11.1% |
| 1Y | +7.5% | +53.3% | -45.8% | -16.6% |
| 3Y | +355.7% | +58.4% | +297.3% | +232.6% |
| 5Y | +610.2% | +121.3% | +488.9% | +292.7% |
| 10Y | +1,516.8% | +349.0% | +1,167.8% | +464.1% |
| All | +1,520.0% | +374.3% | +1,145.8% | +466.9% |
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 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