+298.3%
HWM vs BTSG
+504.1%
-205.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.8% | -3.5% | +0.2% |
| 7D | -1.8% | +3.8% | -5.6% | -2.6% |
| 30D | -2.7% | +13.7% | -16.4% | -5.6% |
| 3M | -22.7% | +18.0% | -40.7% | -25.9% |
| 6M | -18.9% | +32.2% | -51.2% | -25.4% |
| YTD | +7.1% | +93.6% | -86.5% | -11.5% |
| 1Y | +4.7% | +115.9% | -111.3% | -16.1% |
| All | +298.3% | +504.1% | -205.8% | +139.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling