+1,516.2%
HWM vs BIL
+25.7%
+1,490.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | -1.8% | +0.1% | -1.8% | -1.5% |
| 30D | -2.7% | 0.0% | -2.7% | -3.3% |
| 3M | -22.7% | +0.6% | -23.3% | -22.6% |
| 6M | -18.9% | +1.5% | -20.5% | -18.1% |
| YTD | +7.1% | +2.8% | +4.3% | +9.2% |
| 1Y | +4.7% | +3.3% | +1.3% | +7.3% |
| 3Y | +345.6% | +13.4% | +332.2% | +396.2% |
| 5Y | +588.3% | +19.8% | +568.4% | +721.4% |
| 10Y | +1,516.2% | +25.7% | +1,490.5% | +1,398.8% |
| All | +1,516.2% | +25.7% | +1,490.5% | +1,398.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling