+1,773.8%
HWM vs BP
+120.0%
+1,653.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.8% |
| 7D | -2.1% | +3.9% | -6.0% | -4.2% |
| 30D | -11.0% | +7.6% | -18.6% | -14.7% |
| 3M | +4.0% | +0.7% | +3.3% | +2.4% |
| 6M | -0.2% | +15.5% | -15.7% | -11.2% |
| YTD | +26.7% | +30.8% | -4.2% | +4.0% |
| 1Y | +44.7% | +34.3% | +10.4% | +16.3% |
| 3Y | +426.1% | +35.1% | +391.0% | +305.5% |
| 5Y | +738.5% | +126.8% | +611.7% | +327.3% |
| All | +1,773.8% | +120.0% | +1,653.8% | +858.9% |
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