+1,474.6%
HWM vs HBM
+281.1%
+1,193.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.8% |
| 7D | +7.3% | +2.2% | +5.0% | +6.7% |
| 30D | +1.6% | -11.8% | +13.4% | +4.5% |
| 3M | -21.9% | -19.2% | -2.7% | -18.5% |
| 6M | -19.0% | -22.9% | +3.8% | -16.0% |
| YTD | +7.9% | +7.8% | +0.1% | +1.5% |
| 1Y | +9.9% | +34.9% | -25.0% | -2.5% |
| 3Y | +342.1% | +422.2% | -80.1% | +159.1% |
| 5Y | +600.8% | +192.8% | +408.0% | +349.9% |
| All | +1,474.6% | +281.1% | +1,193.5% | +632.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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