+65.9%
HWM vs BIYA
-99.9%
+165.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.4% | +3.7% | +5.1% |
| 7D | +1.6% | -7.8% | +9.4% | +1.6% |
| 30D | -3.9% | -38.5% | +34.6% | -4.2% |
| 3M | -23.2% | -59.5% | +36.3% | -23.4% |
| 6M | -20.0% | -89.2% | +69.2% | -19.9% |
| YTD | +5.7% | -97.1% | +102.8% | +7.3% |
| 1Y | +4.9% | -99.0% | +103.9% | +8.1% |
| All | +65.9% | -99.9% | +165.8% | +76.4% |
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