+149.4%
ADBE vs HWM
+1,494.1%
-1,344.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.5% | -6.3% | -6.6% |
| 7D | -8.6% | -2.1% | -6.5% | -8.3% |
| 30D | +2.8% | -11.0% | +13.8% | +5.1% |
| 3M | +3.1% | +4.0% | -0.9% | +1.5% |
| 6M | -2.4% | -0.2% | -2.2% | -3.7% |
| YTD | -23.9% | +26.7% | -50.5% | -29.1% |
| 1Y | -22.6% | +44.7% | -67.3% | -30.4% |
| 3Y | -52.7% | +426.1% | -478.8% | -69.3% |
| 5Y | -60.0% | +738.5% | -798.5% | -76.6% |
| All | +149.4% | +1,494.1% | -1,344.7% | +26.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling