-25.9%
ADBE vs HWM
+5.4%
-31.3%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.3% | +5.2% | 0.0% |
| 7D | -0.5% | +9.4% | -9.9% | +1.7% |
| 30D | +4.1% | -7.0% | +11.0% | +2.6% |
| 3M | -3.5% | -25.9% | +22.4% | -10.4% |
| 6M | -2.2% | -10.8% | +8.7% | -4.2% |
| YTD | -29.0% | +4.3% | -33.3% | -26.7% |
| 1Y | -25.9% | +4.4% | -30.3% | -23.1% |
| All | -25.9% | +5.4% | -31.3% | -23.1% |
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