+104.4%
COST vs HWM
+658.8%
-554.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -0.9% |
| 7D | -2.8% | -8.0% | +5.3% | -1.3% |
| 30D | -5.3% | -18.0% | +12.7% | -1.6% |
| 3M | -6.7% | -9.5% | +2.8% | -5.4% |
| 6M | -9.9% | -8.4% | -1.6% | -9.4% |
| YTD | +5.1% | +13.6% | -8.5% | +0.2% |
| 1Y | -7.3% | +30.2% | -37.5% | -14.9% |
| 3Y | +70.4% | +392.2% | -321.8% | +3.3% |
| 5Y | +104.4% | +645.2% | -540.8% | +9.4% |
| All | +104.4% | +658.8% | -554.4% | +9.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling