+1,520.0%
HWM vs BR
+255.2%
+1,264.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.1% | +2.3% | +2.3% |
| 7D | +5.0% | +1.9% | +3.1% | +3.9% |
| 30D | +1.5% | +15.9% | -14.4% | -6.3% |
| 3M | -20.3% | +13.7% | -34.0% | -26.0% |
| 6M | -18.0% | +31.0% | -49.0% | -30.4% |
| YTD | +9.5% | -12.0% | +21.5% | +14.8% |
| 1Y | +7.5% | -11.5% | +19.0% | +12.2% |
| 3Y | +355.7% | +14.9% | +340.7% | +295.3% |
| 5Y | +610.2% | +20.1% | +590.1% | +484.9% |
| 10Y | +1,516.8% | +278.9% | +1,237.8% | +696.1% |
| All | +1,520.0% | +255.2% | +1,264.8% | +688.1% |
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