+577.9%
HWM vs BP
+113.6%
+464.3%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -1.2% |
| 7D | +7.3% | +3.8% | +3.5% | +6.3% |
| 30D | +1.6% | -5.3% | +6.9% | +2.7% |
| 3M | -21.9% | +9.3% | -31.1% | -24.1% |
| 6M | -19.0% | +7.2% | -26.3% | -21.4% |
| YTD | +7.9% | +38.0% | -30.1% | -5.7% |
| 1Y | +9.9% | +33.2% | -23.3% | -2.9% |
| 3Y | +342.1% | +50.3% | +291.8% | +265.9% |
| All | +577.9% | +113.6% | +464.3% | +338.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling