+721.7%
HWM vs BROS
+43.3%
+678.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -7.8% |
| 3M | +4.0% | -16.7% | +20.7% | +5.4% |
| 6M | -0.2% | -11.6% | +11.4% | 0.0% |
| YTD | +26.7% | -23.9% | +50.6% | +28.9% |
| 1Y | +44.7% | -34.8% | +79.5% | +49.4% |
| 3Y | +426.1% | +62.1% | +364.0% | +382.1% |
| All | +721.7% | +43.3% | +678.4% | +679.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling