+129.2%
ADBE vs HWM
+1,554.5%
-1,425.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.3% | -1.9% | -0.1% |
| 7D | -4.4% | +5.0% | -9.3% | -5.4% |
| 30D | -0.2% | +1.5% | -1.7% | -1.0% |
| 3M | -9.9% | -20.3% | +10.4% | -6.2% |
| 6M | -3.5% | -18.0% | +14.6% | -0.8% |
| YTD | -32.1% | +9.5% | -41.6% | -35.3% |
| 1Y | -28.7% | +7.5% | -36.2% | -31.8% |
| 3Y | -60.2% | +355.7% | -415.9% | -73.7% |
| 5Y | -63.1% | +610.2% | -673.3% | -77.9% |
| 10Y | +129.2% | +1,516.8% | -1,387.6% | +11.4% |
| All | +129.2% | +1,554.5% | -1,425.3% | +11.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling