+1,573.3%
HWM vs BP
+125.4%
+1,447.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | +2.4% | -13.1% | -12.0% |
| 7D | -9.2% | +0.9% | -10.1% | -9.8% |
| 30D | -17.9% | +9.1% | -27.0% | -22.0% |
| 3M | -6.0% | +3.9% | -10.0% | -9.1% |
| 6M | -7.4% | +13.6% | -21.0% | -16.7% |
| YTD | +13.1% | +34.0% | -20.9% | -8.5% |
| 1Y | +29.3% | +39.2% | -9.9% | +1.7% |
| 3Y | +389.9% | +36.4% | +353.5% | +275.7% |
| 5Y | +655.5% | +135.8% | +519.7% | +275.4% |
| All | +1,573.3% | +125.4% | +1,447.9% | +743.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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