+760.1%
COST vs HWM
+1,487.1%
-726.9%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.4% |
| 7D | +5.0% | +7.3% | -2.3% | +4.0% |
| 30D | +12.8% | +1.6% | +11.2% | +12.3% |
| 3M | +15.2% | -21.9% | +37.0% | +18.5% |
| 6M | +7.4% | -19.0% | +26.5% | +9.7% |
| YTD | +29.0% | +7.9% | +21.1% | +26.2% |
| 1Y | +20.3% | +9.9% | +10.3% | +17.2% |
| 3Y | +99.0% | +342.1% | -243.1% | +57.3% |
| 5Y | +125.7% | +600.8% | -475.1% | +67.6% |
| All | +760.1% | +1,487.1% | -726.9% | +487.1% |
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