+55.3%
BE vs HWM
+5.4%
+49.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -4.3% | -2.1% | -3.1% |
| 7D | -12.1% | +9.4% | -21.5% | -18.0% |
| 30D | -30.1% | -7.0% | -23.1% | -26.1% |
| 3M | -12.1% | -25.9% | +13.7% | +9.8% |
| 6M | -30.6% | -10.8% | -19.7% | -25.7% |
| YTD | +130.6% | +4.3% | +126.3% | +74.4% |
| 1Y | +55.3% | +4.4% | +50.9% | +27.0% |
| All | +55.3% | +5.4% | +49.9% | +27.0% |
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 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