+675.5%
BE vs HWM
+1,394.6%
-719.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +5.1% | +6.8% | +8.7% |
| 7D | -1.2% | +1.6% | -2.8% | -1.2% |
| 30D | -30.9% | -3.9% | -26.9% | -28.6% |
| 3M | -11.6% | -23.2% | +11.6% | +3.6% |
| 6M | -25.7% | -20.0% | -5.7% | -14.1% |
| YTD | +123.1% | +5.7% | +117.4% | +114.1% |
| 1Y | +43.4% | +4.9% | +38.5% | +39.5% |
| 3Y | +1,683.6% | +347.0% | +1,336.6% | +613.2% |
| 5Y | +465.4% | +563.0% | -97.6% | +84.2% |
| All | +675.5% | +1,394.6% | -719.1% | +67.7% |
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 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