+911.5%
BE vs HWM
+1,690.7%
-779.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.5% | +7.8% | +7.6% |
| 7D | +20.0% | -2.1% | +22.1% | +21.4% |
| 30D | +7.9% | -11.0% | +18.9% | +15.7% |
| 3M | -13.2% | +4.0% | -17.3% | -14.7% |
| 6M | +53.5% | -0.2% | +53.7% | +53.8% |
| YTD | +191.0% | +26.7% | +164.4% | +150.2% |
| 1Y | +360.5% | +44.7% | +315.8% | +271.0% |
| 3Y | +1,568.0% | +426.1% | +1,141.9% | +504.7% |
| 5Y | +1,055.2% | +738.5% | +316.7% | +227.3% |
| All | +911.5% | +1,690.7% | -779.3% | +95.9% |
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