+220.1%
C vs HWM
+1,636.6%
-1,416.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +5.1% | -2.6% | +0.1% |
| 7D | -0.9% | +1.6% | -2.5% | -1.9% |
| 30D | -5.4% | -3.9% | -1.5% | -4.2% |
| 3M | -9.2% | -23.2% | +14.1% | +1.6% |
| 6M | -1.8% | -20.0% | +18.2% | +7.3% |
| YTD | +6.7% | +5.7% | +1.0% | +0.8% |
| 1Y | +23.5% | +4.9% | +18.7% | +17.0% |
| 3Y | +219.8% | +347.0% | -127.2% | +43.3% |
| 5Y | +112.4% | +563.0% | -450.6% | -23.4% |
| 10Y | +220.1% | +1,579.2% | -1,359.1% | -30.6% |
| All | +220.1% | +1,636.6% | -1,416.5% | -30.6% |
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