+4.4%
HWM vs BIL
+3.0%
+1.4%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | 0.0% | -4.3% | -4.3% |
| 7D | +9.4% | -0.3% | +9.7% | +5.9% |
| 30D | -7.0% | 0.0% | -7.0% | -9.7% |
| 3M | -25.9% | +0.3% | -26.2% | -26.6% |
| 6M | -10.8% | +1.2% | -12.0% | -10.9% |
| YTD | +4.3% | +2.4% | +1.9% | -14.3% |
| 1Y | +4.4% | +3.0% | +1.4% | -21.4% |
| All | +4.4% | +3.0% | +1.4% | -21.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BIL.
Daily Out/Under-Performance
Portfolio return minus BIL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIL 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 BIL 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