+1,474.6%
HWM vs BTG
+164.8%
+1,309.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.9% |
| 7D | +7.3% | -9.1% | +16.4% | +8.4% |
| 30D | +1.6% | -1.6% | +3.2% | +1.6% |
| 3M | -21.9% | -2.8% | -19.1% | -21.9% |
| 6M | -19.0% | -7.6% | -11.4% | -19.0% |
| YTD | +7.9% | +10.2% | -2.3% | +5.2% |
| 1Y | +9.9% | +21.3% | -11.3% | +6.0% |
| 3Y | +342.1% | +82.7% | +259.4% | +298.7% |
| 5Y | +600.8% | +30.8% | +570.0% | +545.2% |
| All | +1,474.6% | +164.8% | +1,309.8% | +1,265.7% |
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