+1,497.0%
HWM vs BR
+254.5%
+1,242.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.3% |
| 7D | +7.3% | +1.1% | +6.2% | +6.7% |
| 30D | +1.6% | +14.4% | -12.8% | -5.6% |
| 3M | -21.9% | +12.4% | -34.3% | -27.0% |
| 6M | -19.0% | +35.4% | -54.5% | -32.5% |
| YTD | +7.9% | -12.2% | +20.1% | +13.3% |
| 1Y | +9.9% | -12.7% | +22.7% | +15.8% |
| 3Y | +342.1% | +14.3% | +327.9% | +284.9% |
| 5Y | +600.8% | +19.3% | +581.5% | +479.5% |
| 10Y | +1,493.8% | +278.1% | +1,215.7% | +685.5% |
| All | +1,497.0% | +254.5% | +1,242.6% | +677.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling