+645.2%
HWM vs BTG
+75.0%
+570.1%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | +0.3% |
| 7D | -8.0% | +2.4% | -10.4% | -8.3% |
| 30D | -18.0% | +9.5% | -27.5% | -19.1% |
| 3M | -9.5% | +38.5% | -48.0% | -14.0% |
| 6M | -8.4% | +5.6% | -14.0% | -10.1% |
| YTD | +13.6% | +23.9% | -10.3% | +8.5% |
| 1Y | +30.2% | +32.1% | -1.9% | +22.3% |
| 3Y | +392.2% | +103.2% | +289.0% | +320.7% |
| 5Y | +645.2% | +79.7% | +565.5% | +558.4% |
| All | +645.2% | +75.0% | +570.1% | +558.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling