+1,484.2%
HWM vs HBM
+429.4%
+1,054.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.7% | +5.0% | +2.2% |
| 7D | -1.8% | +2.4% | -4.1% | -2.4% |
| 30D | -2.7% | -16.0% | +13.3% | +1.2% |
| 3M | -22.7% | -21.3% | -1.4% | -19.0% |
| 6M | -18.9% | -12.2% | -6.7% | -18.6% |
| YTD | +7.1% | +10.7% | -3.6% | +0.1% |
| 1Y | +4.7% | +30.3% | -25.6% | -6.3% |
| 3Y | +345.6% | +432.2% | -86.7% | +161.5% |
| 5Y | +588.3% | +218.8% | +369.5% | +334.1% |
| 10Y | +1,516.2% | +281.4% | +1,234.8% | +664.4% |
| All | +1,484.2% | +429.4% | +1,054.8% | +631.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling