+0.3%
HWM vs BIL
+3.0%
-2.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.4% | +2.8% |
| 7D | +3.3% | -0.3% | +3.6% | +0.4% |
| 30D | -7.6% | 0.0% | -7.6% | -9.9% |
| 3M | -28.9% | +0.3% | -29.2% | -29.4% |
| 6M | -19.7% | +1.2% | -20.9% | -19.3% |
| YTD | +0.5% | +2.5% | -1.9% | -17.0% |
| 1Y | +0.3% | +3.0% | -2.8% | -23.0% |
| All | +0.3% | +3.0% | -2.8% | -23.0% |
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