+4.4%
HWM vs BRO
-3.6%
+8.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +4.5% | -8.7% | -4.0% |
| 7D | +9.4% | +12.4% | -3.0% | +10.3% |
| 30D | -7.0% | +21.6% | -28.6% | -6.2% |
| 3M | -25.9% | +4.3% | -30.2% | -25.4% |
| 6M | -10.8% | +29.2% | -40.0% | -10.1% |
| YTD | +4.3% | -6.4% | +10.7% | +6.3% |
| 1Y | +4.4% | -5.3% | +9.7% | +6.3% |
| All | +4.4% | -3.6% | +8.0% | +6.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 1y: compounded portfolio wealth divided by compounded BRO 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…
1y analysis · Full analysis span regression · 6 months rolling