+200.5%
B vs HWM
+1,636.6%
-1,436.1%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +5.1% | -0.9% | +3.7% |
| 7D | +11.3% | +1.6% | +9.7% | +11.0% |
| 30D | +2.9% | -3.9% | +6.9% | +3.2% |
| 3M | -2.9% | -23.2% | +20.4% | -0.4% |
| 6M | -1.2% | -20.0% | +18.8% | +0.9% |
| YTD | -1.3% | +5.7% | -7.0% | -1.9% |
| 1Y | +30.4% | +4.9% | +25.5% | +29.7% |
| 3Y | +195.3% | +347.0% | -151.7% | +158.2% |
| 5Y | +146.2% | +563.0% | -416.8% | +108.7% |
| 10Y | +200.5% | +1,579.2% | -1,378.7% | +171.3% |
| All | +200.5% | +1,636.6% | -1,436.1% | +171.3% |
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