+223.5%
C vs HWM
+1,473.3%
-1,249.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.5% | -2.0% | -0.7% |
| 7D | -2.4% | +3.4% | -5.8% | -4.2% |
| 30D | -6.0% | -7.5% | +1.6% | -3.1% |
| 3M | -10.5% | -28.9% | +18.3% | +3.7% |
| 6M | -5.7% | -19.6% | +13.9% | +2.7% |
| YTD | +4.1% | +0.6% | +3.5% | +0.7% |
| 1Y | +20.5% | +0.3% | +20.2% | +16.5% |
| 3Y | +208.1% | +326.1% | -118.0% | +41.2% |
| 5Y | +110.4% | +525.2% | -414.8% | -22.0% |
| All | +223.5% | +1,473.3% | -1,249.8% | -28.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling