+326.1%
HWM vs BWA
+51.7%
+274.4%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.7% | -0.2% | +1.7% |
| 7D | +3.4% | -5.5% | +8.8% | +5.2% |
| 30D | -7.5% | -21.7% | +14.2% | -0.8% |
| 3M | -28.9% | -25.6% | -3.3% | -22.7% |
| 6M | -19.6% | -17.4% | -2.2% | -16.1% |
| YTD | +0.6% | +9.2% | -8.6% | -5.0% |
| 1Y | +0.3% | +9.7% | -9.4% | -5.5% |
| 3Y | +326.1% | +54.6% | +271.5% | +243.6% |
| All | +326.1% | +51.7% | +274.4% | +243.6% |
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