+170.2%
B vs HWM
+1,165.4%
-995.2%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.4% | -1.9% | +0.3% |
| 7D | +9.6% | +3.3% | +6.3% | +9.0% |
| 30D | +3.5% | -7.6% | +11.1% | +4.3% |
| 3M | -1.6% | -28.9% | +27.3% | +1.8% |
| 6M | -1.7% | -19.7% | +18.0% | +0.4% |
| YTD | -5.3% | +0.5% | -5.9% | -5.4% |
| 1Y | +27.2% | +0.3% | +27.0% | +27.2% |
| 3Y | +166.1% | +325.8% | -159.7% | +133.6% |
| 5Y | +136.5% | +524.7% | -388.2% | +101.3% |
| 10Y | +172.2% | +1,491.8% | -1,319.5% | +133.8% |
| All | +170.2% | +1,165.4% | -995.2% | +128.7% |
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