+29.6%
HWM vs BROS
-28.6%
+58.3%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | -1.5% | -9.2% | -10.6% |
| 7D | -9.2% | -0.9% | -8.2% | -9.1% |
| 30D | -17.9% | -13.5% | -4.4% | -17.1% |
| 3M | -6.0% | -18.4% | +12.4% | -5.9% |
| 6M | -7.4% | -10.6% | +3.2% | -8.9% |
| YTD | +13.1% | -25.1% | +38.2% | +12.5% |
| All | +29.6% | -28.6% | +58.3% | +27.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling