+1,388.5%
HWM vs BN
+268.0%
+1,120.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.9% | +3.4% | +3.1% |
| 7D | +3.4% | +5.3% | -2.0% | -0.6% |
| 30D | -7.5% | +11.9% | -19.4% | -14.9% |
| 3M | -28.9% | -5.7% | -23.1% | -26.4% |
| 6M | -19.6% | -10.6% | -9.0% | -14.1% |
| YTD | +0.6% | -9.4% | +10.0% | +5.2% |
| 1Y | +0.3% | -8.8% | +9.1% | +4.1% |
| 3Y | +326.1% | +95.6% | +230.5% | +141.7% |
| 5Y | +525.2% | +30.2% | +495.0% | +367.2% |
| 10Y | +1,492.9% | +277.0% | +1,215.8% | +461.5% |
| All | +1,388.5% | +268.0% | +1,120.5% | +421.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling