+1,484.2%
HWM vs BP
+123.9%
+1,360.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | -1.8% | -6.3% | +4.6% | +1.7% |
| 30D | -2.7% | -3.6% | +0.9% | -1.4% |
| 3M | -22.7% | +5.2% | -28.0% | -25.8% |
| 6M | -18.9% | +5.3% | -24.3% | -23.3% |
| YTD | +7.1% | +33.1% | -26.1% | -13.8% |
| 1Y | +4.7% | +26.3% | -21.6% | -13.4% |
| 3Y | +345.6% | +47.5% | +298.1% | +223.0% |
| 5Y | +588.3% | +106.2% | +482.1% | +274.2% |
| 10Y | +1,516.2% | +127.0% | +1,389.2% | +710.8% |
| All | +1,484.2% | +123.9% | +1,360.3% | +694.3% |
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