+741.5%
HWM vs HBM
+349.4%
+392.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.5% | -0.3% |
| 7D | -2.1% | -6.4% | +4.2% | -0.9% |
| 30D | -11.0% | +5.9% | -16.9% | -12.3% |
| 3M | +4.0% | -8.9% | +12.9% | +4.6% |
| 6M | -0.2% | +10.7% | -10.9% | -4.4% |
| YTD | +26.7% | +38.3% | -11.6% | +15.1% |
| 1Y | +44.7% | +121.3% | -76.6% | +18.3% |
| 3Y | +426.1% | +450.6% | -24.5% | +231.9% |
| All | +741.5% | +349.4% | +392.1% | +449.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling