+44.7%
HWM vs BNY
+59.6%
-14.8%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.6% |
| 7D | -2.1% | +1.4% | -3.5% | -2.5% |
| 30D | -11.0% | +3.8% | -14.8% | -12.0% |
| 3M | +4.0% | +14.9% | -10.9% | -0.1% |
| 6M | -0.2% | +40.3% | -40.6% | -8.0% |
| YTD | +26.7% | +43.8% | -17.1% | +13.9% |
| 1Y | +44.7% | +58.9% | -14.2% | +25.1% |
| All | +44.7% | +59.6% | -14.8% | +25.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 BNY 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