+29.3%
HWM vs BWA
+53.0%
-23.7%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | -1.9% | -8.8% | -10.3% |
| 7D | -9.2% | +4.3% | -13.4% | -9.9% |
| 30D | -17.9% | -2.9% | -15.0% | -17.3% |
| 3M | -6.0% | -12.4% | +6.4% | -3.7% |
| 6M | -7.4% | +28.6% | -35.9% | -13.3% |
| YTD | +13.1% | +48.2% | -35.1% | +1.7% |
| 1Y | +29.3% | +50.9% | -21.6% | +15.4% |
| All | +29.3% | +53.0% | -23.7% | +15.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling