+1,773.8%
HWM vs BLK
+315.8%
+1,458.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.1% | -0.2% |
| 7D | -2.1% | -3.6% | +1.5% | +0.3% |
| 30D | -11.0% | -1.0% | -10.0% | -10.6% |
| 3M | +4.0% | +10.4% | -6.3% | -3.4% |
| 6M | -0.2% | +8.2% | -8.4% | -6.6% |
| YTD | +26.7% | +6.0% | +20.6% | +19.1% |
| 1Y | +44.7% | +3.3% | +41.4% | +37.5% |
| 3Y | +426.1% | +70.3% | +355.8% | +242.3% |
| 5Y | +738.5% | +34.5% | +704.0% | +532.4% |
| All | +1,773.8% | +315.8% | +1,458.0% | +518.6% |
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 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