+655.9%
HWM vs BLK
+30.3%
+625.7%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.6% | +1.6% |
| 7D | -8.0% | -2.7% | -5.4% | -6.6% |
| 30D | -18.0% | -4.8% | -13.2% | -15.9% |
| 3M | -9.5% | +6.5% | -16.0% | -13.0% |
| 6M | -8.4% | +13.1% | -21.5% | -15.0% |
| YTD | +13.6% | +1.8% | +11.8% | +10.8% |
| 1Y | +30.2% | -1.0% | +31.2% | +28.3% |
| 3Y | +392.2% | +66.0% | +326.3% | +252.4% |
| All | +655.9% | +30.3% | +625.7% | +512.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling