+383.9%
HWM vs BNY
+287.0%
+96.9%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -11.4% | -1.3% | -10.1% | -10.7% |
| 30D | -18.5% | -0.2% | -18.3% | -18.3% |
| 3M | -13.2% | +14.9% | -28.1% | -19.8% |
| 6M | -8.7% | +40.0% | -48.7% | -24.7% |
| YTD | +12.2% | +42.0% | -29.8% | -9.4% |
| 1Y | +24.9% | +56.9% | -31.9% | -5.9% |
| 3Y | +383.9% | +289.9% | +94.1% | +122.1% |
| All | +383.9% | +287.0% | +96.9% | +122.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling