+1,616.9%
BE vs HWM
+330.6%
+1,286.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.4% | +1.0% | +1.7% |
| 7D | -14.7% | +3.3% | -18.0% | -16.1% |
| 30D | -40.5% | -7.6% | -32.9% | -36.9% |
| 3M | -24.3% | -28.9% | +4.6% | -5.9% |
| 6M | -39.3% | -19.7% | -19.6% | -29.9% |
| YTD | +99.4% | +0.5% | +98.8% | +95.9% |
| 1Y | +26.6% | +0.3% | +26.3% | +25.6% |
| 3Y | +1,616.9% | +325.8% | +1,291.1% | +703.3% |
| All | +1,616.9% | +330.6% | +1,286.3% | +703.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling