-3.6%
COST vs HWM
+48.6%
-52.2%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.6% | -1.1% |
| 7D | -3.1% | -2.1% | -1.0% | -3.2% |
| 30D | -2.8% | -11.0% | +8.2% | -3.0% |
| 3M | -5.7% | +4.0% | -9.7% | -5.7% |
| 6M | -8.8% | -0.2% | -8.5% | -8.6% |
| YTD | +6.7% | +26.7% | -20.0% | +6.9% |
| 1Y | -3.6% | +44.7% | -48.4% | -0.6% |
| All | -3.6% | +48.6% | -52.2% | -0.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling