+1,387.4%
HWM vs BIL
+25.2%
+1,362.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.4% | +2.6% |
| 7D | +3.3% | -0.3% | +3.6% | +2.3% |
| 30D | -7.6% | 0.0% | -7.6% | -8.2% |
| 3M | -28.9% | +0.3% | -29.2% | -29.1% |
| 6M | -19.7% | +1.2% | -20.9% | -19.1% |
| YTD | +0.5% | +2.5% | -1.9% | +2.0% |
| 1Y | +0.3% | +3.0% | -2.8% | +2.3% |
| 3Y | +325.8% | +13.2% | +312.7% | +370.0% |
| 5Y | +524.7% | +19.4% | +505.3% | +635.3% |
| 10Y | +1,491.8% | +25.2% | +1,466.6% | +1,361.0% |
| All | +1,387.4% | +25.2% | +1,362.2% | +1,264.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling