+741.5%
HWM vs BWA
+91.4%
+650.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.8% | -3.2% | -1.4% |
| 7D | -2.1% | +5.7% | -7.8% | -4.0% |
| 30D | -11.0% | +1.4% | -12.4% | -11.6% |
| 3M | +4.0% | -12.1% | +16.1% | +8.2% |
| 6M | -0.2% | +28.6% | -28.8% | -10.2% |
| YTD | +26.7% | +51.1% | -24.4% | +5.4% |
| 1Y | +44.7% | +55.9% | -11.2% | +18.4% |
| 3Y | +426.1% | +70.1% | +356.0% | +301.4% |
| All | +741.5% | +91.4% | +650.1% | +471.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling