+178.7%
B vs HWM
+349.8%
-171.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +1.3% | -7.4% | -6.4% |
| 7D | +7.1% | -1.8% | +8.9% | +7.4% |
| 30D | -3.3% | -2.7% | -0.6% | -3.1% |
| 3M | -2.5% | -22.7% | +20.2% | +2.7% |
| 6M | -7.2% | -18.9% | +11.7% | -3.5% |
| YTD | -7.4% | +7.1% | -14.4% | -8.5% |
| 1Y | +16.4% | +4.7% | +11.8% | +15.4% |
| 3Y | +178.7% | +345.6% | -166.9% | +105.3% |
| All | +178.7% | +349.8% | -171.1% | +105.3% |
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 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