+737.9%
BE vs HWM
+1,448.2%
-710.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.0% | +2.3% | +10.7% | +11.5% |
| 7D | +4.5% | +5.0% | -0.4% | +2.2% |
| 30D | -20.1% | +1.5% | -21.7% | -20.3% |
| 3M | -0.8% | -20.3% | +19.5% | +13.6% |
| 6M | -26.2% | -18.0% | -8.2% | -15.9% |
| YTD | +141.1% | +9.5% | +131.6% | +126.4% |
| 1Y | +64.8% | +7.5% | +57.4% | +57.9% |
| 3Y | +1,887.4% | +355.7% | +1,531.7% | +685.8% |
| 5Y | +518.1% | +610.2% | -92.1% | +93.7% |
| All | +737.9% | +1,448.2% | -710.3% | +77.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling