-19.2%
ASX vs HWM
-30.5%
+11.3%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -5.9% | -14.8% | -18.5% |
| 7D | -33.3% | -2.4% | -30.8% | -31.6% |
| 30D | -36.5% | -13.3% | -23.2% | -35.3% |
| 3M | -19.2% | -31.0% | +11.8% | -18.6% |
| All | -19.2% | -30.5% | +11.3% | -18.6% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling