+1,516.2%
HWM vs BN
+280.2%
+1,235.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.6% | +2.2% |
| 7D | -1.8% | +4.3% | -6.1% | -4.9% |
| 30D | -2.7% | +14.3% | -17.0% | -11.7% |
| 3M | -22.7% | -4.1% | -18.6% | -21.0% |
| 6M | -18.9% | -9.7% | -9.3% | -14.0% |
| YTD | +7.1% | -7.1% | +14.2% | +10.1% |
| 1Y | +4.7% | -7.4% | +12.1% | +7.5% |
| 3Y | +345.6% | +102.3% | +243.2% | +146.2% |
| 5Y | +588.3% | +35.9% | +552.3% | +396.5% |
| 10Y | +1,516.2% | +289.2% | +1,227.0% | +444.3% |
| All | +1,516.2% | +280.2% | +1,235.9% | +444.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 10y: compounded portfolio wealth divided by compounded BN 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…
10y analysis · Full analysis span regression · 6 months rolling