+1,547.2%
HWM vs BWA
+140.6%
+1,406.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.7% | -2.7% | -2.3% |
| 7D | -12.5% | -0.1% | -12.4% | -12.4% |
| 30D | -19.0% | -5.5% | -13.5% | -16.9% |
| 3M | -8.6% | -7.6% | -1.0% | -5.6% |
| 6M | -10.2% | +25.0% | -35.1% | -20.8% |
| YTD | +11.3% | +47.0% | -35.6% | -11.5% |
| 1Y | +24.3% | +54.0% | -29.7% | -4.2% |
| 3Y | +382.3% | +70.7% | +311.6% | +234.5% |
| 5Y | +640.6% | +86.7% | +553.9% | +369.1% |
| All | +1,547.2% | +140.6% | +1,406.5% | +740.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 10y: compounded portfolio wealth divided by compounded BWA 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…
10y analysis · Full analysis span regression · 6 months rolling