+741.5%
HWM vs BIL
+19.4%
+722.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.3% |
| 7D | -2.1% | +0.1% | -2.2% | -1.7% |
| 30D | -11.0% | +0.3% | -11.3% | -9.7% |
| 3M | +4.0% | +0.9% | +3.1% | +8.3% |
| 6M | -0.2% | +1.8% | -2.1% | +7.2% |
| YTD | +26.7% | +2.4% | +24.2% | +38.8% |
| 1Y | +44.7% | +3.7% | +41.0% | +66.7% |
| 3Y | +426.1% | +14.2% | +411.9% | +750.0% |
| All | +741.5% | +19.4% | +722.1% | +1,579.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling