+610.2%
HWM vs BR
+18.1%
+592.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.1% | +2.3% | +2.3% |
| 7D | +5.0% | +1.9% | +3.1% | +4.3% |
| 30D | +1.5% | +15.9% | -14.4% | -3.5% |
| 3M | -20.3% | +13.7% | -34.0% | -24.0% |
| 6M | -18.0% | +31.0% | -49.0% | -26.3% |
| YTD | +9.5% | -12.0% | +21.5% | +16.4% |
| 1Y | +7.5% | -11.5% | +19.0% | +13.8% |
| 3Y | +355.7% | +14.9% | +340.7% | +312.3% |
| 5Y | +610.2% | +20.1% | +590.1% | +474.9% |
| All | +610.2% | +18.1% | +592.1% | +474.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling