+29.3%
HWM vs BN
-11.2%
+40.5%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | -2.6% | -8.1% | -9.6% |
| 7D | -9.2% | -1.2% | -8.0% | -8.6% |
| 30D | -17.9% | -10.9% | -7.0% | -14.0% |
| 3M | -6.0% | -11.1% | +5.0% | -1.6% |
| 6M | -7.4% | -4.4% | -3.0% | -6.0% |
| YTD | +13.1% | -14.1% | +27.2% | +18.0% |
| 1Y | +29.3% | -11.1% | +40.4% | +31.8% |
| All | +29.3% | -11.2% | +40.5% | +31.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling