-28.0%
ADBE vs HWM
+5.1%
-33.1%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | 0.0% |
| 7D | -3.8% | -1.8% | -2.1% | -4.1% |
| 30D | -2.3% | -2.7% | +0.4% | -2.6% |
| 3M | -13.3% | -22.7% | +9.5% | -18.6% |
| 6M | -6.5% | -18.9% | +12.5% | -10.2% |
| YTD | -32.4% | +7.1% | -39.4% | -29.4% |
| 1Y | -28.0% | +4.7% | -32.7% | -26.8% |
| All | -28.0% | +5.1% | -33.1% | -26.8% |
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