+442.4%
HWM vs BROS
+80.7%
+361.7%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.6% |
| 7D | -2.1% | -6.7% | +4.6% | -1.4% |
| 30D | -11.0% | -29.1% | +18.1% | -7.6% |
| 3M | +4.0% | -16.7% | +20.7% | +5.4% |
| 6M | -0.2% | -11.6% | +11.4% | -0.3% |
| YTD | +26.7% | -23.9% | +50.6% | +28.8% |
| 1Y | +44.7% | -34.8% | +79.5% | +49.8% |
| All | +442.4% | +80.7% | +361.7% | +389.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling