+360.5%
BE vs HWM
+48.6%
+311.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.5% | +7.8% | +7.8% |
| 7D | +20.0% | -2.1% | +22.1% | +22.2% |
| 30D | +7.9% | -11.0% | +18.9% | +20.9% |
| 3M | -13.2% | +4.0% | -17.3% | -15.6% |
| 6M | +53.5% | -0.2% | +53.7% | +55.9% |
| YTD | +191.0% | +26.7% | +164.4% | +92.5% |
| 1Y | +360.5% | +44.7% | +315.8% | +156.2% |
| All | +360.5% | +48.6% | +311.9% | +156.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling