+1,559.5%
HWM vs BRO
+290.2%
+1,269.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +1.0% | +0.9% |
| 7D | -11.4% | -7.3% | -4.1% | -7.2% |
| 30D | -18.5% | -6.9% | -11.6% | -15.0% |
| 3M | -13.2% | +10.7% | -23.8% | -20.0% |
| 6M | -8.7% | -2.7% | -6.0% | -9.6% |
| YTD | +12.2% | -16.3% | +28.5% | +21.5% |
| 1Y | +24.9% | -29.1% | +54.0% | +50.3% |
| 3Y | +383.9% | -7.8% | +391.8% | +366.0% |
| 5Y | +646.1% | +18.7% | +627.4% | +455.4% |
| All | +1,559.5% | +290.2% | +1,269.2% | +405.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling