+367.1%
ASX vs HWM
+349.8%
+17.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.3% | +2.0% | +2.6% |
| 7D | -9.1% | -1.8% | -7.4% | -7.9% |
| 30D | -23.6% | -2.7% | -20.9% | -22.4% |
| 3M | -5.6% | -22.7% | +17.1% | +5.4% |
| 6M | +4.7% | -18.9% | +23.6% | +14.5% |
| YTD | +122.6% | +7.1% | +115.5% | +113.2% |
| 1Y | +133.0% | +4.7% | +128.3% | +125.3% |
| 3Y | +367.1% | +345.6% | +21.5% | +157.5% |
| All | +367.1% | +349.8% | +17.4% | +157.5% |
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