+536.9%
HWM vs BN
+29.3%
+507.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -13.1% |
| 3M | -28.9% | -5.7% | -23.2% | -27.1% |
| 6M | -19.7% | -10.6% | -9.1% | -15.5% |
| YTD | +0.5% | -9.4% | +9.9% | +4.2% |
| 1Y | +0.3% | -8.8% | +9.0% | +3.4% |
| 3Y | +325.8% | +95.6% | +230.2% | +190.9% |
| All | +536.9% | +29.3% | +507.6% | +435.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling