+219.8%
C vs HWM
+348.7%
-129.0%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +5.1% | -2.6% | +0.6% |
| 7D | -0.9% | +1.6% | -2.5% | -1.6% |
| 30D | -5.4% | -3.9% | -1.5% | -4.4% |
| 3M | -9.2% | -23.2% | +14.1% | -0.4% |
| 6M | -1.8% | -20.0% | +18.2% | +5.6% |
| YTD | +6.7% | +5.7% | +1.0% | +1.8% |
| 1Y | +23.5% | +4.9% | +18.7% | +18.2% |
| 3Y | +219.8% | +347.0% | -127.2% | +101.6% |
| All | +219.8% | +348.7% | -129.0% | +101.6% |
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 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