+342.1%
HWM vs BWA
+64.0%
+278.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -1.0% |
| 7D | +7.3% | +4.3% | +3.0% | +6.0% |
| 30D | +1.6% | -13.0% | +14.6% | +5.7% |
| 3M | -21.9% | -24.8% | +3.0% | -15.4% |
| 6M | -19.0% | -23.5% | +4.5% | -13.5% |
| YTD | +7.9% | +13.8% | -5.9% | +0.7% |
| 1Y | +9.9% | +13.4% | -3.5% | +2.6% |
| 3Y | +342.1% | +62.8% | +279.4% | +252.0% |
| All | +342.1% | +64.0% | +278.2% | +252.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling