+16.4%
B vs HWM
+5.1%
+11.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +1.3% | -7.4% | -6.5% |
| 7D | +7.1% | -1.8% | +8.9% | +7.5% |
| 30D | -3.3% | -2.7% | -0.6% | -2.7% |
| 3M | -2.5% | -22.7% | +20.2% | +7.1% |
| 6M | -7.2% | -18.9% | +11.7% | -0.9% |
| YTD | -7.4% | +7.1% | -14.4% | -10.3% |
| 1Y | +16.4% | +4.7% | +11.8% | +15.0% |
| All | +16.4% | +5.1% | +11.3% | +15.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling