+630.3%
COST vs HWM
+1,311.7%
-681.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.5% | +0.2% |
| 7D | -1.2% | -11.4% | +10.2% | +0.3% |
| 30D | -4.7% | -18.5% | +13.8% | -2.2% |
| 3M | -7.1% | -13.2% | +6.1% | -5.6% |
| 6M | -8.5% | -8.7% | +0.1% | -8.0% |
| YTD | +5.4% | +12.2% | -6.8% | +2.8% |
| 1Y | -5.6% | +24.9% | -30.5% | -9.5% |
| 3Y | +68.5% | +383.9% | -315.4% | +31.9% |
| 5Y | +105.2% | +646.1% | -540.9% | +51.7% |
| All | +630.3% | +1,311.7% | -681.4% | +396.4% |
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 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