+389.9%
HWM vs BR
-4.7%
+394.6%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | -2.5% | -8.2% | -10.2% |
| 7D | -9.2% | -5.9% | -3.2% | -8.0% |
| 30D | -17.9% | +1.9% | -19.8% | -18.3% |
| 3M | -6.0% | +14.7% | -20.7% | -9.3% |
| 6M | -7.4% | -12.8% | +5.4% | -2.3% |
| YTD | +13.1% | -23.0% | +36.1% | +26.3% |
| 1Y | +29.3% | -31.7% | +61.0% | +53.6% |
| 3Y | +389.9% | -4.8% | +394.7% | +339.6% |
| All | +389.9% | -4.7% | +394.6% | +339.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling