+1,573.3%
HWM vs BN
+248.6%
+1,324.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | -2.6% | -8.1% | -8.9% |
| 7D | -9.2% | -1.2% | -8.0% | -8.2% |
| 30D | -17.9% | -10.9% | -7.0% | -11.2% |
| 3M | -6.0% | -11.1% | +5.0% | +1.6% |
| 6M | -7.4% | -4.4% | -3.0% | -5.3% |
| YTD | +13.1% | -14.1% | +27.2% | +23.4% |
| 1Y | +29.3% | -11.1% | +40.4% | +36.7% |
| 3Y | +389.9% | +75.6% | +314.4% | +199.6% |
| 5Y | +655.5% | +35.8% | +619.7% | +438.8% |
| All | +1,573.3% | +248.6% | +1,324.7% | +512.0% |
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