-64.5%
ADBE vs HWM
+565.4%
-629.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.1% | -5.9% | -2.1% |
| 7D | -5.6% | +1.6% | -7.2% | -6.2% |
| 30D | -2.0% | -3.9% | +1.9% | -1.5% |
| 3M | -10.5% | -23.2% | +12.7% | -4.7% |
| 6M | -6.2% | -20.0% | +13.8% | -2.2% |
| YTD | -32.2% | +5.7% | -37.9% | -36.9% |
| 1Y | -27.4% | +4.9% | -32.3% | -32.4% |
| 3Y | -58.9% | +347.0% | -405.9% | -81.9% |
| 5Y | -64.5% | +563.0% | -627.5% | -87.9% |
| All | -64.5% | +565.4% | -629.9% | -87.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling