+605.2%
HWM vs BTDR
+15.3%
+589.9%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -6.5% | +4.5% | -1.7% |
| 7D | -12.5% | -3.2% | -9.3% | -12.4% |
| 30D | -19.0% | +32.7% | -51.7% | -20.2% |
| 3M | -8.6% | -28.4% | +19.8% | -7.8% |
| 6M | -10.2% | +51.7% | -61.9% | -12.8% |
| YTD | +11.3% | +2.9% | +8.5% | +9.4% |
| 1Y | +24.3% | -15.5% | +39.7% | +22.0% |
| 3Y | +382.3% | 0.0% | +382.3% | +357.6% |
| 5Y | +640.6% | +16.5% | +624.2% | +608.3% |
| All | +605.2% | +15.3% | +589.9% | +571.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling