+390.3%
HWM vs BLK
+64.8%
+325.5%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.6% | +1.5% |
| 7D | -8.0% | -2.7% | -5.4% | -6.7% |
| 30D | -18.0% | -4.8% | -13.2% | -16.0% |
| 3M | -9.5% | +6.5% | -16.0% | -12.7% |
| 6M | -8.4% | +13.2% | -21.5% | -14.5% |
| YTD | +13.6% | +1.8% | +11.8% | +10.9% |
| 1Y | +30.2% | -1.0% | +31.2% | +28.3% |
| All | +390.3% | +64.8% | +325.5% | +233.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling