+127.4%
ADBE vs HWM
+1,599.0%
-1,471.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.5% |
| 7D | -3.8% | -1.8% | -2.1% | -3.6% |
| 30D | -2.3% | -2.7% | +0.4% | -2.2% |
| 3M | -13.3% | -22.7% | +9.5% | -9.2% |
| 6M | -6.5% | -18.9% | +12.5% | -3.6% |
| YTD | -32.4% | +7.1% | -39.4% | -35.3% |
| 1Y | -28.0% | +4.7% | -32.7% | -30.8% |
| 3Y | -60.4% | +345.6% | -406.0% | -73.7% |
| 5Y | -63.4% | +588.3% | -651.7% | -78.0% |
| 10Y | +127.4% | +1,516.2% | -1,388.7% | +10.5% |
| All | +127.4% | +1,599.0% | -1,471.6% | +10.5% |
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