+30.2%
HWM vs HBM
+117.5%
-87.3%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.6% |
| 7D | -8.0% | +5.5% | -13.6% | -8.8% |
| 30D | -18.0% | +3.3% | -21.3% | -18.6% |
| 3M | -9.5% | +12.7% | -22.1% | -12.0% |
| 6M | -8.4% | +28.2% | -36.6% | -14.6% |
| YTD | +13.6% | +45.3% | -31.7% | +4.5% |
| 1Y | +30.2% | +121.7% | -91.5% | +20.4% |
| All | +30.2% | +117.5% | -87.3% | +20.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling