+214.8%
B vs HWM
+1,487.1%
-1,272.2%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.4% | -0.5% |
| 7D | -7.3% | +7.3% | -14.6% | -8.1% |
| 30D | -3.3% | +1.6% | -4.9% | -3.7% |
| 3M | -7.8% | -21.9% | +14.1% | -5.5% |
| 6M | -15.5% | -19.0% | +3.5% | -13.8% |
| YTD | -12.3% | +7.9% | -20.2% | -13.0% |
| 1Y | +5.4% | +9.9% | -4.6% | +4.3% |
| 3Y | +165.5% | +342.1% | -176.6% | +130.5% |
| 5Y | +107.0% | +600.8% | -493.7% | +73.0% |
| All | +214.8% | +1,487.1% | -1,272.2% | +151.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling