+1,559.5%
HWM vs BNY
+381.4%
+1,178.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -11.4% | -1.3% | -10.1% | -10.5% |
| 30D | -18.5% | -0.2% | -18.3% | -18.3% |
| 3M | -13.2% | +14.9% | -28.1% | -21.9% |
| 6M | -8.7% | +40.0% | -48.7% | -29.2% |
| YTD | +12.2% | +42.0% | -29.8% | -15.0% |
| 1Y | +24.9% | +56.9% | -31.9% | -12.6% |
| 3Y | +383.9% | +289.9% | +94.1% | +65.6% |
| 5Y | +646.1% | +259.2% | +387.0% | +162.3% |
| All | +1,559.5% | +381.4% | +1,178.1% | +323.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling