+198.1%
B vs HWM
+1,494.1%
-1,296.0%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -2.2% |
| 7D | -1.6% | -2.1% | +0.5% | -1.4% |
| 30D | +9.4% | -11.0% | +20.4% | +10.7% |
| 3M | +5.0% | +4.0% | +0.9% | +4.4% |
| 6M | -3.5% | -0.2% | -3.3% | -3.7% |
| YTD | +4.5% | +26.7% | -22.2% | +2.0% |
| 1Y | +67.8% | +44.7% | +23.1% | +61.8% |
| 3Y | +196.7% | +426.1% | -229.4% | +154.8% |
| 5Y | +151.9% | +738.5% | -586.6% | +108.7% |
| All | +198.1% | +1,494.1% | -1,296.0% | +146.5% |
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 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