+1,559.5%
HWM vs BR
+209.0%
+1,350.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.9% |
| 7D | -11.4% | -3.0% | -8.5% | -9.9% |
| 30D | -18.5% | -0.3% | -18.2% | -18.5% |
| 3M | -13.2% | +17.3% | -30.5% | -21.2% |
| 6M | -8.7% | -6.7% | -2.0% | -6.8% |
| YTD | +12.2% | -23.4% | +35.6% | +27.2% |
| 1Y | +24.9% | -32.7% | +57.6% | +52.8% |
| 3Y | +383.9% | -5.9% | +389.8% | +372.1% |
| 5Y | +646.1% | +8.4% | +637.7% | +545.3% |
| All | +1,559.5% | +209.0% | +1,350.5% | +772.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 10y: compounded portfolio wealth divided by compounded BR 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…
10y analysis · Full analysis span regression · 6 months rolling