+1,387.4%
HWM vs BUD
-11.8%
+1,399.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.5% | +3.9% | +3.2% |
| 7D | +3.3% | +4.5% | -1.1% | +0.8% |
| 30D | -7.6% | +12.5% | -20.1% | -13.6% |
| 3M | -28.9% | 0.0% | -28.9% | -29.5% |
| 6M | -19.7% | +3.8% | -23.5% | -22.4% |
| YTD | +0.5% | +33.1% | -32.5% | -15.0% |
| 1Y | +0.3% | +35.5% | -35.3% | -16.3% |
| 3Y | +325.8% | +49.4% | +276.4% | +225.2% |
| 5Y | +524.7% | +48.0% | +476.7% | +367.7% |
| 10Y | +1,491.8% | -8.6% | +1,500.3% | +1,099.3% |
| All | +1,387.4% | -11.8% | +1,399.3% | +1,015.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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