+59.4%
BE vs HWM
+7.2%
+52.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.4% | -3.2% | -3.3% |
| 7D | +20.5% | +11.1% | +9.4% | +11.0% |
| 30D | -23.4% | +3.0% | -26.3% | -24.6% |
| 3M | -14.9% | -20.7% | +5.9% | +0.9% |
| 6M | -28.1% | -17.2% | -10.9% | -17.0% |
| YTD | +132.4% | +9.1% | +123.3% | +71.4% |
| 1Y | +59.4% | +9.0% | +50.3% | +22.1% |
| All | +59.4% | +7.2% | +52.1% | +22.1% |
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