+326.1%
HWM vs BROS
+25.7%
+300.5%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.3% | +4.8% | +2.8% |
| 7D | +3.4% | -21.2% | +24.6% | +6.3% |
| 30D | -7.5% | -11.6% | +4.0% | -6.2% |
| 3M | -28.9% | -36.7% | +7.8% | -25.1% |
| 6M | -19.6% | -42.8% | +23.2% | -15.1% |
| YTD | +0.6% | -44.8% | +45.4% | +6.1% |
| 1Y | +0.3% | -36.5% | +36.9% | +3.7% |
| 3Y | +326.1% | +27.0% | +299.2% | +341.2% |
| All | +326.1% | +25.7% | +300.5% | +341.2% |
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