+1,520.0%
HWM vs BTI
+112.0%
+1,408.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.4% | +1.9% | +2.1% |
| 7D | +5.0% | -3.0% | +8.0% | +6.3% |
| 30D | +1.5% | +9.8% | -8.2% | -3.1% |
| 3M | -20.3% | +9.2% | -29.5% | -23.9% |
| 6M | -18.0% | +4.0% | -22.1% | -20.9% |
| YTD | +9.5% | +12.7% | -3.2% | +0.9% |
| 1Y | +7.5% | +15.9% | -8.5% | -2.5% |
| 3Y | +355.7% | +148.9% | +206.7% | +165.9% |
| 5Y | +610.2% | +152.8% | +457.4% | +304.4% |
| 10Y | +1,516.8% | +124.2% | +1,392.5% | +857.2% |
| All | +1,520.0% | +112.0% | +1,408.1% | +845.2% |
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