+1,547.2%
HWM vs BTG
+126.5%
+1,420.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.9% | +0.9% | -1.7% |
| 7D | -12.5% | -5.5% | -7.0% | -12.0% |
| 30D | -19.0% | +6.1% | -25.1% | -19.6% |
| 3M | -8.6% | +38.6% | -47.3% | -12.2% |
| 6M | -10.2% | +0.7% | -10.8% | -11.0% |
| YTD | +11.3% | +20.3% | -9.0% | +7.8% |
| 1Y | +24.3% | +25.0% | -0.8% | +19.2% |
| 3Y | +382.3% | +97.3% | +285.0% | +333.0% |
| 5Y | +640.6% | +78.3% | +562.3% | +565.7% |
| All | +1,547.2% | +126.5% | +1,420.7% | +1,319.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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