+532.2%
BE vs HWM
+591.3%
-59.1%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.0% | -3.9% | -4.1% |
| 7D | +10.8% | +7.3% | +3.5% | +5.0% |
| 30D | -19.8% | +1.6% | -21.4% | -20.2% |
| 3M | -18.7% | -21.9% | +3.1% | -1.8% |
| 6M | -33.7% | -19.0% | -14.7% | -21.2% |
| YTD | +121.0% | +7.9% | +113.0% | +102.0% |
| 1Y | +85.4% | +9.9% | +75.5% | +68.2% |
| 3Y | +1,709.5% | +342.1% | +1,367.4% | +356.8% |
| All | +532.2% | +591.3% | -59.1% | -0.8% |
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