+590.8%
HWM vs BTDR
-38.7%
+629.5%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -12.8% | +12.4% | +0.3% |
| 7D | +11.1% | +15.4% | -4.3% | +10.2% |
| 30D | +3.0% | -33.4% | +36.4% | +4.7% |
| 3M | -20.7% | -32.0% | +11.3% | -19.7% |
| 6M | -17.2% | -52.2% | +35.0% | -15.4% |
| YTD | +9.1% | -45.3% | +54.4% | +10.0% |
| 1Y | +9.0% | -56.0% | +65.1% | +10.7% |
| 3Y | +353.8% | +54.4% | +299.4% | +342.1% |
| 5Y | +608.0% | -38.5% | +646.6% | +593.5% |
| All | +590.8% | -38.7% | +629.5% | +575.0% |
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