+441.1%
HWM vs BP
+33.2%
+407.9%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.5% |
| 7D | -2.1% | +3.9% | -6.0% | -2.5% |
| 30D | -11.0% | +7.6% | -18.6% | -11.7% |
| 3M | +4.0% | +0.7% | +3.3% | +3.9% |
| 6M | -0.2% | +15.5% | -15.7% | -4.5% |
| YTD | +26.7% | +30.8% | -4.2% | +17.0% |
| 1Y | +44.7% | +34.3% | +10.4% | +32.5% |
| All | +441.1% | +33.2% | +407.9% | +383.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling