+1,513.6%
HWM vs BNS
+179.3%
+1,334.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | +0.2% |
| 7D | +11.1% | +1.0% | +10.2% | +10.2% |
| 30D | +3.0% | +2.7% | +0.2% | +0.4% |
| 3M | -20.7% | +3.5% | -24.2% | -23.5% |
| 6M | -17.2% | +22.1% | -39.3% | -31.6% |
| YTD | +9.1% | +29.5% | -20.4% | -15.0% |
| 1Y | +9.0% | +40.7% | -31.7% | -21.4% |
| 3Y | +353.8% | +148.6% | +205.3% | +84.5% |
| 5Y | +608.0% | +79.6% | +528.4% | +292.5% |
| 10Y | +1,510.3% | +188.9% | +1,321.5% | +510.0% |
| All | +1,513.6% | +179.3% | +1,334.3% | +507.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling