-22.6%
ADBE vs HWM
+48.6%
-71.2%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.5% | -6.3% | -6.9% |
| 7D | -8.6% | -2.1% | -6.5% | -9.0% |
| 30D | +2.8% | -11.0% | +13.8% | -0.2% |
| 3M | +3.1% | +4.0% | -0.9% | +3.9% |
| 6M | -2.4% | -0.2% | -2.2% | -2.2% |
| YTD | -23.9% | +26.7% | -50.5% | -21.4% |
| 1Y | -22.6% | +44.7% | -67.3% | -20.6% |
| All | -22.6% | +48.6% | -71.2% | -20.6% |
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