-10.2%
ASX vs HWM
-17.3%
+7.0%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -5.9% | -14.8% | -17.8% |
| 7D | -33.3% | -2.4% | -30.8% | -31.7% |
| 30D | -36.5% | -13.3% | -23.2% | -32.5% |
| 3M | -19.2% | -31.0% | +11.8% | -6.0% |
| 6M | -10.2% | -17.1% | +6.9% | -4.2% |
| All | -10.2% | -17.3% | +7.0% | -4.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling