+588.3%
HWM vs BND
-2.0%
+590.3%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.5% |
| 7D | -1.8% | -0.1% | -1.7% | -1.7% |
| 30D | -2.7% | +1.3% | -4.0% | -3.1% |
| 3M | -22.7% | -0.7% | -22.0% | -22.6% |
| 6M | -18.9% | -1.6% | -17.3% | -18.6% |
| YTD | +7.1% | -1.0% | +8.1% | +7.5% |
| 1Y | +4.7% | -0.7% | +5.4% | +5.0% |
| 3Y | +345.6% | +14.1% | +331.5% | +328.4% |
| 5Y | +588.3% | -1.5% | +589.8% | +411.9% |
| All | +588.3% | -2.0% | +590.3% | +411.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BND.
Daily Out/Under-Performance
Portfolio return minus BND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BND 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 BND 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