+228.8%
C vs HWM
+1,135.2%
-906.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -5.9% | +0.9% | -2.3% |
| 7D | -5.3% | -2.4% | -2.8% | -4.5% |
| 30D | -7.3% | -13.3% | +5.9% | -1.6% |
| 3M | -13.5% | -31.0% | +17.6% | +1.8% |
| 6M | -6.5% | -17.1% | +10.7% | +0.2% |
| YTD | +3.6% | -1.9% | +5.5% | +1.4% |
| 1Y | +18.9% | -2.4% | +21.3% | +16.6% |
| 3Y | +205.0% | +322.2% | -117.2% | +40.7% |
| 5Y | +109.4% | +509.8% | -400.5% | -21.2% |
| 10Y | +232.9% | +1,453.8% | -1,220.9% | -22.7% |
| All | +228.8% | +1,135.2% | -906.4% | -22.4% |
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