+1,581.2%
HWM vs BRO
+292.2%
+1,289.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.4% | +2.9% | +1.9% |
| 7D | -8.0% | -7.6% | -0.4% | -3.4% |
| 30D | -18.0% | -6.9% | -11.1% | -14.5% |
| 3M | -9.5% | +12.8% | -22.3% | -17.6% |
| 6M | -8.4% | -5.9% | -2.5% | -7.3% |
| YTD | +13.6% | -15.9% | +29.5% | +22.7% |
| 1Y | +30.2% | -28.1% | +58.4% | +55.2% |
| 3Y | +392.2% | -7.0% | +399.2% | +371.1% |
| 5Y | +645.2% | +18.0% | +627.2% | +458.7% |
| All | +1,581.2% | +292.2% | +1,289.0% | +410.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling