+122.1%
ADBE vs HWM
+1,230.5%
-1,108.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.1% | -5.9% | -1.8% |
| 7D | -5.6% | +1.6% | -7.2% | -6.1% |
| 30D | -2.0% | -3.9% | +1.9% | -1.7% |
| 3M | -10.5% | -23.2% | +12.7% | -6.2% |
| 6M | -6.2% | -20.0% | +13.8% | -3.2% |
| YTD | -32.2% | +5.7% | -37.9% | -34.9% |
| 1Y | -27.4% | +4.9% | -32.3% | -30.3% |
| 3Y | -58.9% | +347.0% | -405.9% | -72.6% |
| 5Y | -64.5% | +563.0% | -627.5% | -78.3% |
| 10Y | +120.0% | +1,579.2% | -1,459.1% | +16.5% |
| All | +122.1% | +1,230.5% | -1,108.4% | +16.3% |
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