+222.7%
B vs HWM
+1,554.5%
-1,331.7%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.3% | -3.8% | -1.8% |
| 7D | -2.7% | +5.0% | -7.6% | -3.2% |
| 30D | -4.3% | +1.5% | -5.9% | -4.7% |
| 3M | -2.3% | -20.3% | +18.0% | -0.1% |
| 6M | -16.2% | -18.0% | +1.8% | -14.6% |
| YTD | -8.8% | +9.5% | -18.3% | -9.8% |
| 1Y | +11.4% | +7.5% | +3.9% | +10.4% |
| 3Y | +174.3% | +355.7% | -181.4% | +137.4% |
| 5Y | +116.2% | +610.2% | -494.0% | +80.4% |
| 10Y | +222.7% | +1,516.8% | -1,294.0% | +155.3% |
| All | +222.7% | +1,554.5% | -1,331.7% | +155.3% |
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