+1,573.3%
HWM vs HBM
+599.4%
+973.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | +5.8% | -16.4% | -12.1% |
| 7D | -9.2% | +7.4% | -16.5% | -10.9% |
| 30D | -17.9% | +5.1% | -22.9% | -19.3% |
| 3M | -6.0% | +11.1% | -17.2% | -9.7% |
| 6M | -7.4% | +30.2% | -37.6% | -15.4% |
| YTD | +13.1% | +46.2% | -33.1% | -0.7% |
| 1Y | +29.3% | +120.0% | -90.7% | +1.6% |
| 3Y | +389.9% | +527.4% | -137.5% | +177.4% |
| 5Y | +655.5% | +400.4% | +255.1% | +325.0% |
| All | +1,573.3% | +599.4% | +973.9% | +626.2% |
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