+390.3%
HWM vs BNS
+127.2%
+263.1%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.9% |
| 7D | -8.0% | -1.3% | -6.8% | -7.3% |
| 30D | -18.0% | +4.0% | -22.0% | -19.7% |
| 3M | -9.5% | +13.8% | -23.3% | -15.6% |
| 6M | -8.4% | +32.7% | -41.1% | -21.2% |
| YTD | +13.6% | +27.6% | -14.0% | -0.7% |
| 1Y | +30.2% | +47.4% | -17.2% | +5.7% |
| All | +390.3% | +127.2% | +263.1% | +202.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling