+1,352.0%
HWM vs BIL
+25.2%
+1,326.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | 0.0% | -5.9% | -5.9% |
| 7D | -2.4% | -0.3% | -2.2% | -3.4% |
| 30D | -13.3% | 0.0% | -13.2% | -13.9% |
| 3M | -31.0% | +0.3% | -31.3% | -31.3% |
| 6M | -17.1% | +1.2% | -18.3% | -16.7% |
| YTD | -1.9% | +2.4% | -4.3% | -0.6% |
| 1Y | -2.4% | +3.0% | -5.4% | -0.6% |
| 3Y | +322.2% | +13.1% | +309.0% | +365.5% |
| 5Y | +509.8% | +19.4% | +490.4% | +616.9% |
| 10Y | +1,453.8% | +25.2% | +1,428.6% | +1,324.5% |
| All | +1,352.0% | +25.2% | +1,326.8% | +1,230.3% |
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