+138.0%
B vs HWM
+522.0%
-384.0%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.4% | -1.9% | 0.0% |
| 7D | +9.6% | +3.3% | +6.3% | +8.4% |
| 30D | +3.5% | -7.6% | +11.1% | +5.0% |
| 3M | -1.6% | -28.9% | +27.3% | +5.4% |
| 6M | -1.7% | -19.7% | +18.0% | +2.4% |
| YTD | -5.3% | +0.5% | -5.9% | -5.6% |
| 1Y | +27.2% | +0.3% | +27.0% | +26.9% |
| 3Y | +166.1% | +325.8% | -159.7% | +95.4% |
| All | +138.0% | +522.0% | -384.0% | +61.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling