+1,513.6%
HWM vs BLK
+353.1%
+1,160.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | +0.1% |
| 7D | +11.1% | +3.9% | +7.2% | +8.4% |
| 30D | +3.0% | +14.1% | -11.2% | -5.9% |
| 3M | -20.7% | +5.3% | -26.1% | -23.7% |
| 6M | -17.2% | +12.6% | -29.8% | -24.3% |
| YTD | +9.1% | +15.5% | -6.5% | -3.3% |
| 1Y | +9.0% | +13.6% | -4.6% | -2.4% |
| 3Y | +353.8% | +95.6% | +258.2% | +168.1% |
| 5Y | +608.0% | +41.4% | +566.7% | +419.3% |
| 10Y | +1,510.3% | +319.1% | +1,191.2% | +416.6% |
| All | +1,513.6% | +353.1% | +1,160.5% | +402.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling