+702.2%
HWM vs BTDR
+23.8%
+678.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.9% | -4.4% | -0.7% |
| 7D | -2.1% | +20.0% | -22.1% | -3.0% |
| 30D | -11.0% | +11.9% | -22.9% | -11.7% |
| 3M | +4.0% | -36.9% | +41.0% | +5.5% |
| 6M | -0.2% | +56.5% | -56.7% | -3.3% |
| YTD | +26.7% | +10.4% | +16.2% | +24.0% |
| 1Y | +44.7% | +3.1% | +41.6% | +40.9% |
| 3Y | +426.1% | -2.6% | +428.7% | +397.6% |
| 5Y | +738.5% | +25.2% | +713.3% | +699.7% |
| All | +702.2% | +23.8% | +678.4% | +661.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling