+108.4%
B vs HWM
+606.1%
-497.7%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.4% | -2.7% | -3.0% |
| 7D | -6.2% | +11.1% | -17.3% | -8.4% |
| 30D | -6.6% | +3.0% | -9.6% | -7.6% |
| 3M | -7.9% | -20.7% | +12.9% | -3.6% |
| 6M | -16.8% | -17.2% | +0.4% | -13.9% |
| YTD | -11.7% | +9.1% | -20.7% | -13.5% |
| 1Y | +3.5% | +9.0% | -5.5% | +1.3% |
| 3Y | +165.7% | +353.8% | -188.1% | +90.8% |
| 5Y | +108.4% | +608.0% | -499.6% | +36.0% |
| All | +108.4% | +606.1% | -497.7% | +36.0% |
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 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