+1,773.8%
HWM vs BTI
+89.1%
+1,684.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | 0.0% |
| 7D | -2.1% | -1.4% | -0.7% | -1.4% |
| 30D | -11.0% | -6.6% | -4.4% | -8.2% |
| 3M | +4.0% | -3.0% | +7.0% | +4.3% |
| 6M | -0.2% | -6.7% | +6.5% | +1.4% |
| YTD | +26.7% | +0.6% | +26.1% | +23.7% |
| 1Y | +44.7% | +5.6% | +39.1% | +37.4% |
| 3Y | +426.1% | +110.3% | +315.8% | +235.4% |
| 5Y | +738.5% | +114.3% | +624.2% | +420.8% |
| All | +1,773.8% | +89.1% | +1,684.7% | +1,058.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 BTI 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