+583.7%
HWM vs BTDR
-44.0%
+627.7%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -8.6% | +7.6% | -0.6% |
| 7D | +7.3% | -6.9% | +14.2% | +7.6% |
| 30D | +1.6% | -31.5% | +33.1% | +3.2% |
| 3M | -21.9% | -36.1% | +14.2% | -20.6% |
| 6M | -19.0% | -57.6% | +38.6% | -16.8% |
| YTD | +7.9% | -50.0% | +58.0% | +9.3% |
| 1Y | +9.9% | -49.6% | +59.5% | +11.2% |
| 3Y | +342.1% | +48.5% | +293.6% | +332.6% |
| 5Y | +600.8% | -43.8% | +644.6% | +589.5% |
| All | +583.7% | -44.0% | +627.7% | +571.1% |
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