+9.0%
HWM vs BTSG
+110.2%
-101.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | -0.2% |
| 7D | +11.1% | +8.5% | +2.6% | +9.8% |
| 30D | +3.0% | +14.0% | -11.1% | +1.2% |
| 3M | -20.7% | +19.7% | -40.4% | -22.7% |
| 6M | -17.2% | +28.7% | -45.9% | -21.6% |
| YTD | +9.1% | +90.8% | -81.7% | -4.6% |
| 1Y | +9.0% | +112.4% | -103.4% | -6.5% |
| All | +9.0% | +110.2% | -101.2% | -6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 1y: compounded portfolio wealth divided by compounded BTSG 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…
1y analysis · Full analysis span regression · 6 months rolling