+1,579.2%
HWM vs BWA
+101.5%
+1,477.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +5.4% | -0.3% | +2.5% |
| 7D | +1.6% | -0.6% | +2.2% | +2.0% |
| 30D | -3.9% | -16.1% | +12.1% | +4.4% |
| 3M | -23.2% | -24.6% | +1.4% | -12.5% |
| 6M | -20.0% | -15.7% | -4.3% | -14.8% |
| YTD | +5.7% | +15.1% | -9.4% | -5.9% |
| 1Y | +4.9% | +15.9% | -11.0% | -7.2% |
| 3Y | +347.0% | +67.1% | +279.9% | +211.1% |
| 5Y | +563.0% | +34.7% | +528.3% | +395.4% |
| 10Y | +1,579.2% | +99.5% | +1,479.6% | +849.4% |
| All | +1,579.2% | +101.5% | +1,477.7% | +849.4% |
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