+655.5%
HWM vs BTDR
+28.1%
+627.4%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | +2.3% | -13.0% | -10.8% |
| 7D | -9.2% | +22.4% | -31.6% | -10.0% |
| 30D | -17.9% | +16.5% | -34.3% | -18.7% |
| 3M | -6.0% | -31.5% | +25.4% | -5.1% |
| 6M | -7.4% | +74.0% | -81.4% | -10.7% |
| YTD | +13.1% | +13.0% | +0.1% | +10.6% |
| 1Y | +29.3% | -0.2% | +29.5% | +26.0% |
| 3Y | +389.9% | +9.9% | +380.0% | +362.9% |
| 5Y | +655.5% | +28.1% | +627.4% | +611.1% |
| All | +655.5% | +28.1% | +627.4% | +611.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling