+200.4%
B vs HWM
+426.8%
-226.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -2.1% |
| 7D | -1.6% | -2.1% | +0.5% | -1.2% |
| 30D | +9.4% | -11.0% | +20.4% | +12.1% |
| 3M | +5.0% | +4.0% | +0.9% | +3.6% |
| 6M | -3.5% | -0.2% | -3.3% | -4.1% |
| YTD | +4.5% | +26.7% | -22.2% | 0.0% |
| 1Y | +67.8% | +44.7% | +23.1% | +57.2% |
| All | +200.4% | +426.8% | -226.4% | +131.6% |
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