+668.0%
BE vs HWM
+1,426.2%
-758.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.0% | -3.9% | -4.3% |
| 7D | +10.8% | +7.3% | +3.5% | +6.4% |
| 30D | -19.8% | +1.6% | -21.4% | -19.9% |
| 3M | -18.7% | -21.9% | +3.1% | -5.7% |
| 6M | -33.7% | -19.0% | -14.7% | -23.9% |
| YTD | +121.0% | +7.9% | +113.0% | +109.5% |
| 1Y | +85.4% | +9.9% | +75.5% | +74.9% |
| 3Y | +1,709.5% | +342.1% | +1,367.4% | +629.3% |
| 5Y | +462.2% | +600.8% | -138.6% | +77.7% |
| All | +668.0% | +1,426.2% | -758.3% | +64.0% |
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 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