+1,251.0%
BE vs HWM
+655.8%
+595.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -10.7% | +20.3% | +17.9% |
| 7D | +29.8% | -9.2% | +38.9% | +37.8% |
| 30D | +26.4% | -17.9% | +44.3% | +44.7% |
| 3M | +9.3% | -6.0% | +15.4% | +13.9% |
| 6M | +105.1% | -7.4% | +112.4% | +113.2% |
| YTD | +219.0% | +13.1% | +205.9% | +179.4% |
| 1Y | +418.8% | +29.3% | +389.4% | +317.3% |
| 3Y | +1,784.6% | +389.9% | +1,394.7% | +360.7% |
| 5Y | +1,251.0% | +655.5% | +595.4% | +125.3% |
| All | +1,251.0% | +655.8% | +595.2% | +125.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling