+325.8%
HWM vs BN
+90.6%
+235.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.9% | +3.4% | +2.9% |
| 7D | +3.3% | +5.3% | -2.0% | +0.4% |
| 30D | -7.6% | +11.9% | -19.5% | -13.0% |
| 3M | -28.9% | -5.7% | -23.2% | -27.1% |
| 6M | -19.7% | -10.6% | -9.1% | -15.4% |
| YTD | +0.5% | -9.4% | +9.9% | +4.1% |
| 1Y | +0.3% | -8.8% | +9.0% | +3.2% |
| 3Y | +325.8% | +95.6% | +230.2% | +233.2% |
| All | +325.8% | +90.6% | +235.2% | +233.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling