+1,513.6%
HWM vs BP
+130.1%
+1,383.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -1.0% |
| 7D | +11.1% | +2.5% | +8.6% | +9.7% |
| 30D | +3.0% | -5.6% | +8.5% | +5.6% |
| 3M | -20.7% | +8.0% | -28.8% | -24.9% |
| 6M | -17.2% | +5.7% | -22.9% | -21.7% |
| YTD | +9.1% | +36.8% | -27.8% | -13.5% |
| 1Y | +9.0% | +30.7% | -21.7% | -11.4% |
| 3Y | +353.8% | +51.6% | +302.2% | +224.3% |
| 5Y | +608.0% | +112.2% | +495.8% | +279.0% |
| 10Y | +1,510.3% | +138.6% | +1,371.7% | +695.6% |
| All | +1,513.6% | +130.1% | +1,383.5% | +697.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling