+71.2%
HWM vs BIYA
-99.9%
+171.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.4% |
| 7D | +11.1% | +10.0% | +1.1% | +11.2% |
| 30D | +3.0% | -17.7% | +20.7% | +2.9% |
| 3M | -20.7% | -55.0% | +34.3% | -20.8% |
| 6M | -17.2% | -85.1% | +67.9% | -17.2% |
| YTD | +9.1% | -96.9% | +105.9% | +10.7% |
| 1Y | +9.0% | -98.5% | +107.5% | +11.8% |
| All | +71.2% | -99.9% | +171.1% | +82.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 10y: compounded portfolio wealth divided by compounded BIYA 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…
10y analysis · Full analysis span regression · 6 months rolling