-28.0%
ADBE vs HWM
+30.4%
-58.4%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -0.8% |
| 7D | -8.9% | -8.0% | -0.9% | -10.2% |
| 30D | -6.6% | -18.0% | +11.4% | -10.6% |
| 3M | +7.1% | -9.5% | +16.6% | +5.1% |
| 6M | -9.8% | -8.4% | -1.4% | -11.1% |
| YTD | -27.2% | +13.6% | -40.8% | -26.3% |
| 1Y | -28.0% | +30.2% | -58.3% | -27.8% |
| All | -28.0% | +30.4% | -58.4% | -27.8% |
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