+168.7%
B vs HWM
+1,135.2%
-966.5%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.9% | +6.5% | +1.2% |
| 7D | +4.3% | -2.4% | +6.8% | +4.5% |
| 30D | -0.9% | -13.3% | +12.3% | +0.5% |
| 3M | -1.4% | -31.0% | +29.7% | +2.4% |
| 6M | +5.0% | -17.1% | +22.2% | +6.9% |
| YTD | -5.8% | -1.9% | -4.0% | -5.6% |
| 1Y | +25.6% | -2.4% | +28.0% | +25.9% |
| 3Y | +161.6% | +322.2% | -160.6% | +130.0% |
| 5Y | +135.2% | +509.8% | -374.6% | +100.7% |
| 10Y | +170.7% | +1,453.8% | -1,283.0% | +133.2% |
| All | +168.7% | +1,135.2% | -966.5% | +128.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling