+392.6%
ASX vs HWM
+426.8%
-34.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.4% |
| 7D | -0.7% | -2.1% | +1.4% | +0.1% |
| 30D | +2.0% | -11.0% | +13.0% | +7.4% |
| 3M | -1.3% | +4.0% | -5.4% | -3.4% |
| 6M | +71.4% | -0.2% | +71.7% | +70.5% |
| YTD | +135.3% | +26.7% | +108.7% | +109.8% |
| 1Y | +267.5% | +44.7% | +222.8% | +207.9% |
| All | +392.6% | +426.8% | -34.2% | +145.4% |
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