+208.1%
C vs HWM
+330.6%
-122.5%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.4% | -1.9% | -0.4% |
| 7D | -2.4% | +3.3% | -5.7% | -3.8% |
| 30D | -6.0% | -7.6% | +1.6% | -3.6% |
| 3M | -10.5% | -28.9% | +18.4% | +0.9% |
| 6M | -5.7% | -19.7% | +14.0% | +1.1% |
| YTD | +4.1% | +0.5% | +3.6% | +1.3% |
| 1Y | +20.5% | +0.3% | +20.2% | +17.2% |
| 3Y | +208.1% | +325.8% | -117.7% | +98.3% |
| All | +208.1% | +330.6% | -122.5% | +98.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling