+299.6%
ASX vs HWM
+320.3%
-20.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -5.9% | -14.8% | -17.9% |
| 7D | -33.3% | -2.4% | -30.8% | -32.1% |
| 30D | -36.5% | -13.3% | -23.2% | -31.9% |
| 3M | -19.2% | -31.0% | +11.8% | -4.8% |
| 6M | -10.2% | -17.1% | +6.9% | -3.0% |
| YTD | +86.5% | -1.9% | +88.3% | +86.0% |
| 1Y | +89.6% | -2.4% | +92.1% | +89.4% |
| All | +299.6% | +320.3% | -20.7% | +119.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling