+320.7%
HWM vs BTSG
+421.3%
-100.6%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | +3.0% | -13.7% | -11.4% |
| 7D | -9.2% | +5.7% | -14.9% | -10.4% |
| 30D | -17.9% | +0.2% | -18.1% | -18.1% |
| 3M | -6.0% | +5.6% | -11.7% | -8.5% |
| 6M | -7.4% | +50.8% | -58.1% | -18.1% |
| YTD | +13.1% | +67.0% | -53.9% | -3.1% |
| 1Y | +29.3% | +145.5% | -116.2% | -0.7% |
| All | +320.7% | +421.3% | -100.6% | +162.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling