+577.9%
HWM vs BIL
+20.3%
+557.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.1% | -0.9% |
| 7D | +7.3% | +0.1% | +7.2% | +7.6% |
| 30D | +1.6% | +0.3% | +1.2% | +2.9% |
| 3M | -21.9% | +1.0% | -22.8% | -18.5% |
| 6M | -19.0% | +1.9% | -20.9% | -11.7% |
| YTD | +7.9% | +3.2% | +4.8% | +24.1% |
| 1Y | +9.9% | +3.7% | +6.2% | +29.5% |
| 3Y | +342.1% | +13.8% | +328.3% | +668.8% |
| All | +577.9% | +20.3% | +557.6% | +1,601.0% |
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 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