+593.0%
BE vs HWM
+1,321.5%
-728.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.4% | +1.0% | +1.9% |
| 7D | -14.7% | +3.3% | -18.0% | -16.1% |
| 30D | -40.5% | -7.6% | -32.9% | -37.2% |
| 3M | -24.3% | -28.9% | +4.6% | -7.1% |
| 6M | -39.3% | -19.7% | -19.6% | -30.5% |
| YTD | +99.4% | +0.5% | +98.8% | +97.0% |
| 1Y | +26.6% | +0.3% | +26.3% | +26.4% |
| 3Y | +1,616.9% | +325.8% | +1,291.1% | +606.7% |
| 5Y | +441.4% | +524.7% | -83.4% | +82.3% |
| All | +593.0% | +1,321.5% | -728.5% | +54.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling