+24.9%
HWM vs BLK
-0.2%
+25.1%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -0.9% | +0.3% |
| 7D | -11.4% | -3.3% | -8.1% | -10.5% |
| 30D | -18.5% | -6.5% | -11.9% | -16.9% |
| 3M | -13.2% | +6.7% | -19.9% | -14.9% |
| 6M | -8.7% | +14.7% | -23.4% | -11.8% |
| YTD | +12.2% | +2.5% | +9.6% | +9.4% |
| 1Y | +24.9% | -2.8% | +27.7% | +22.9% |
| All | +24.9% | -0.2% | +25.1% | +22.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling