+1,497.0%
HWM vs BLK
+355.4%
+1,141.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.4% |
| 7D | +7.3% | +3.7% | +3.6% | +4.7% |
| 30D | +1.6% | +13.9% | -12.3% | -7.1% |
| 3M | -21.9% | +3.9% | -25.8% | -24.1% |
| 6M | -19.0% | +13.0% | -32.0% | -26.2% |
| YTD | +7.9% | +16.1% | -8.2% | -4.6% |
| 1Y | +9.9% | +16.8% | -6.8% | -3.5% |
| 3Y | +342.1% | +97.7% | +244.5% | +159.2% |
| 5Y | +600.8% | +42.1% | +558.7% | +412.2% |
| 10Y | +1,493.8% | +321.3% | +1,172.5% | +409.5% |
| All | +1,497.0% | +355.4% | +1,141.6% | +395.3% |
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