+600.4%
HWM vs BROS
+10.5%
+589.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +6.5% | -7.5% | -1.8% |
| 7D | +7.3% | +6.3% | +1.0% | +6.5% |
| 30D | +1.6% | -8.3% | +9.9% | +2.4% |
| 3M | -21.9% | -29.8% | +7.9% | -18.9% |
| 6M | -19.0% | -25.8% | +6.8% | -17.2% |
| YTD | +7.9% | -41.4% | +49.3% | +12.9% |
| 1Y | +9.9% | -35.2% | +45.1% | +13.5% |
| 3Y | +342.1% | +32.8% | +309.4% | +314.3% |
| 5Y | +600.8% | -42.2% | +642.9% | +567.2% |
| All | +600.4% | +10.5% | +589.9% | +582.9% |
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