+166.1%
B vs HWM
+330.6%
-164.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.4% | -1.9% | 0.0% |
| 7D | +9.6% | +3.3% | +6.3% | +8.3% |
| 30D | +3.5% | -7.6% | +11.1% | +5.0% |
| 3M | -1.6% | -28.9% | +27.3% | +5.7% |
| 6M | -1.7% | -19.7% | +18.0% | +2.5% |
| YTD | -5.3% | +0.5% | -5.9% | -5.2% |
| 1Y | +27.2% | +0.3% | +27.0% | +27.4% |
| 3Y | +166.1% | +325.8% | -159.7% | +88.9% |
| All | +166.1% | +330.6% | -164.5% | +88.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling