+585.8%
HWM vs BROS
+10.8%
+575.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +6.6% | -1.6% | +4.3% |
| 7D | +1.6% | -17.9% | +19.5% | +3.8% |
| 30D | -3.9% | -5.4% | +1.4% | -3.4% |
| 3M | -23.2% | -32.1% | +8.8% | -20.0% |
| 6M | -20.0% | -31.7% | +11.7% | -17.3% |
| YTD | +5.7% | -41.2% | +46.9% | +10.6% |
| 1Y | +4.9% | -32.6% | +37.5% | +7.8% |
| 3Y | +347.0% | +32.7% | +314.3% | +319.1% |
| 5Y | +563.0% | -44.2% | +607.3% | +530.4% |
| All | +585.8% | +10.8% | +575.0% | +568.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 BROS 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