-10.1%
ABT vs HWM
+5.1%
-15.2%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.1% |
| 7D | +1.0% | -1.8% | +2.7% | +1.1% |
| 30D | +11.6% | -2.7% | +14.3% | +11.6% |
| 3M | +2.3% | -22.7% | +25.1% | +4.4% |
| 6M | +32.7% | -18.9% | +51.7% | +34.1% |
| YTD | -9.6% | +7.1% | -16.7% | -12.3% |
| 1Y | -10.1% | +4.7% | -14.7% | -12.6% |
| All | -10.1% | +5.1% | -15.2% | -12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 HWM 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