+639.1%
COST vs HWM
+1,494.1%
-855.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.6% | -1.0% |
| 7D | -3.1% | -2.1% | -1.0% | -2.9% |
| 30D | -2.8% | -11.0% | +8.2% | -1.3% |
| 3M | -5.7% | +4.0% | -9.7% | -6.5% |
| 6M | -8.8% | -0.2% | -8.5% | -9.2% |
| YTD | +6.7% | +26.7% | -20.0% | +2.5% |
| 1Y | -3.6% | +44.7% | -48.4% | -9.4% |
| 3Y | +75.1% | +426.1% | -351.0% | +35.7% |
| 5Y | +108.9% | +738.5% | -629.6% | +52.1% |
| All | +639.1% | +1,494.1% | -855.0% | +394.8% |
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