+1,773.8%
HWM vs BN
+257.8%
+1,516.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.3% |
| 7D | -2.1% | -2.5% | +0.4% | -0.5% |
| 30D | -11.0% | -9.5% | -1.5% | -4.9% |
| 3M | +4.0% | -10.4% | +14.4% | +11.7% |
| 6M | -0.2% | -6.4% | +6.1% | +3.3% |
| YTD | +26.7% | -11.9% | +38.5% | +35.5% |
| 1Y | +44.7% | -8.6% | +53.3% | +49.9% |
| 3Y | +426.1% | +77.6% | +348.5% | +218.9% |
| 5Y | +738.5% | +37.0% | +701.5% | +495.2% |
| All | +1,773.8% | +257.8% | +1,516.0% | +571.8% |
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 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