+4.4%
HWM vs BNS
+52.0%
-47.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +3.0% | -7.2% | -5.9% |
| 7D | +9.4% | +2.0% | +7.4% | +8.2% |
| 30D | -7.0% | +7.8% | -14.7% | -10.9% |
| 3M | -25.9% | +11.7% | -37.5% | -30.4% |
| 6M | -10.8% | +28.2% | -39.1% | -23.8% |
| YTD | +4.3% | +34.8% | -30.5% | -15.7% |
| 1Y | +4.4% | +51.1% | -46.7% | -18.3% |
| All | +4.4% | +52.0% | -47.6% | -18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 1y: compounded portfolio wealth divided by compounded BNS 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…
1y analysis · Full analysis span regression · 6 months rolling