+44.7%
HWM vs BTDR
-4.8%
+49.5%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.9% | -4.4% | -0.7% |
| 7D | -2.1% | +20.0% | -22.1% | -3.2% |
| 30D | -11.0% | +11.9% | -22.9% | -11.9% |
| 3M | +4.0% | -36.9% | +41.0% | +6.3% |
| 6M | -0.2% | +56.5% | -56.7% | -4.5% |
| YTD | +26.7% | +10.4% | +16.2% | +22.5% |
| 1Y | +44.7% | +3.1% | +41.6% | +45.3% |
| All | +44.7% | -4.8% | +49.5% | +45.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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