+345.6%
HWM vs BTDR
+80.1%
+265.5%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.0% | +4.3% | +1.5% |
| 7D | -1.8% | -7.4% | +5.6% | -1.4% |
| 30D | -2.7% | -33.4% | +30.7% | -0.5% |
| 3M | -22.7% | -26.3% | +3.5% | -21.8% |
| 6M | -18.9% | -52.4% | +33.5% | -16.6% |
| YTD | +7.1% | -42.8% | +49.9% | +7.9% |
| 1Y | +4.7% | -63.7% | +68.4% | +7.8% |
| 3Y | +345.6% | +61.5% | +284.1% | +328.0% |
| All | +345.6% | +80.1% | +265.5% | +328.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling