+1,559.5%
HWM vs BLK
+302.1%
+1,257.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -0.9% | -0.4% |
| 7D | -11.4% | -3.3% | -8.1% | -9.3% |
| 30D | -18.5% | -6.5% | -11.9% | -14.7% |
| 3M | -13.2% | +6.7% | -19.9% | -17.5% |
| 6M | -8.7% | +14.7% | -23.4% | -17.7% |
| YTD | +12.2% | +2.5% | +9.6% | +8.0% |
| 1Y | +24.9% | -2.8% | +27.7% | +24.0% |
| 3Y | +383.9% | +65.9% | +318.1% | +220.6% |
| 5Y | +646.1% | +33.0% | +613.2% | +466.1% |
| All | +1,559.5% | +302.1% | +1,257.4% | +461.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BLK.
Daily Out/Under-Performance
Portfolio return minus BLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLK 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 BLK 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