+1,490.9%
HWM vs BN
+297.2%
+1,193.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | +0.3% |
| 7D | +11.1% | -0.3% | +11.4% | +11.3% |
| 30D | +3.0% | +13.6% | -10.6% | -6.3% |
| 3M | -20.7% | -6.7% | -14.1% | -17.4% |
| 6M | -17.2% | -9.0% | -8.2% | -12.6% |
| YTD | +9.1% | -8.8% | +17.9% | +13.5% |
| 1Y | +9.0% | -10.6% | +19.7% | +14.8% |
| 3Y | +353.8% | +98.8% | +255.1% | +153.2% |
| 5Y | +608.0% | +33.6% | +574.4% | +416.3% |
| All | +1,490.9% | +297.2% | +1,193.7% | +418.6% |
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